For obedience/pet dog stuff I don't mind classes. I do so much at home anyway so I generally don't mind short comments about my progress/ideas on what to work on for that kind of thing since I can usually figure it out pretty well on my own.
Since I teach group pet dog classes, I can easily get my dogs used to working in that type of environment for basically free LOL - they love playing demo dog. For formal obedience, I plan on eventually joining class with Kimma again, but that won't be until I have more time/funds to trial in that. Rally is totally cool to just wing it and maybe attend fun matches and the like.
Agility it depends. I've been doing weekly/bi-weekly hour privates for the past like 9 months and I love them. Half for Jari, half for Kimma. Kimma grew up doing group class for agility, which was fine, but this has been much better for us at this point in her training. That being said, she already doesn't have an issue focusing on the task at hand with lots of distractions (we had been trialing for about a year before we started privates). With Jari, I think we might move in to at least group drop-ins soon so that he can get used to more distractions while he works. The privates have been wonderful for his foundation work with minimal distractions, and luckily I know what to do to supplement a lot of it at home. For example, we didn't have to spend class time working on weaves because I just worked them at home/at the training center on my class days and we started adding them in to courses once they were solid. I'm also good friends with my former group class instructor and my current private class instructor, so I know I can ask them for advice any time. Definitely helpful and awesome.
I think for the next dog I will do privates for foundation work, and start group class once she is ready to add more and more distractions.