I'm sorry but I don't do classes.
I don't know of anywhere around here that sells coned yarn. Even the wool shops don't sell much yarn that's thinner than DK. I prefer to use 4ply and all I ever see in Boyes is pastel coloured baby 4ply.
I find most of my yarns in charity shops. I've found quite a lot of cones there in the past - you just have to keep looking.
Other than that I buy a lot from ebay. You can find some bargain yarns there, sometimes people sell job lots of machine knitting cones. The only down side is the price of the postage but if the seller lives nearby and you have a car you could always collect it yourself.