I would add to the above - check what your local colleges offer in terms of evening classes.
I booked into a 10 week "Introduction to welding" evening course at Basingstoke. Cost 70 odd quid for 10 weeks, two hours a week.
The course was 100% practical once we'd fast-forwarded through the obligatory H&S video. They had a workshop set up with MIG, TIG, Arc welders, Oxy Acetylene, spot welders, gas cutting torches - you name it.
10 of us on the course and all welding 100% of the time. No waiting for kit to become available, just choose your weapon and have a go! Instructor floated around giving tuition and advice where required but essentially letting us play.
I got through many times more than 70 quid's worth of consumables and sheet metal, I can tell you.
I was, admittedly, probably lucky in that the instructor was great and the course was underpriced but, unless you have a project in mind, you soon get bored with MIG welding bits of scrap in your garage and wondering if you're on the right track.
It was also a great opportunity to try all types of welding so you have an idea of the pros and cons of each.
Kevin