Yea, i've looked around and you really need to learn at a work shop... where most starter classes begin at around $400-$600... plus then after that you have to pay for studio time/materials... Only good if you plan on selling them really.
jsut go to a local galss shop and talk to someone about teaching you, im sure they'd be down with letting you watch them adn talking to you, you might ahve a pay a little but it wouldn't be too much
My local head shop charges 3000 dollars for private lessons, so that's not really the best choice. You just need a shit load of propane and a propane torch, and then you need certain tongs and such, also you need...skill.