An oxy-acetelene (gas welding) class is probably best for learning actual welding technique, but that type of welding isn't particularly helpful for doing what most folks need to do for an e-body, which is sheet metal replacement. A mig class would be much more relevant, but I really dislike mig welding. It's easier though, much more suited to the spot welding you need to do for an e-body, and a machine that would work for an e-body can be relatively affordable. I personally think Tig welding is the best, but Tig welders are more expensive and its more difficult to learn (more like gas welding). It would be significantly slower for spot welding, but gives more control for welding sheet metal, especially for welding in the middle of a panel (like for a patch). It also gives a much better weld if you're doing frame work. I am of course biased because I learned Tig welding first.
If you just want to learn how to weld so you can get through an e-body project, a mig class would be the fastest and easiest way to go. If you want to learn actual welding theory/ technique, take a gas welding class first. It will also make you a better Mig welder...