Ok, so I've gone to a couple of classes now. The first one I found on
this page here under "Tropicason". I contacted this one because there was an email address so I could ask questions before jumping in. There are two teachers, male and female (José Angel and Sabine) so they can cater for students of either gender.
The second one I found on
this site; I can't find the exact ad right now, but the teacher's name is Adriana and she gives classes in the Muscle Gym (Cuatro Caminos). Her phone number is 617 943 697.
The prices for a one hour lesson range from 15€ to 35€ depending on how many hours you plan to do, whether you want the teacher to come to you, whether you need to hire a salon etc. The best thing to do would be to call and ask.
Evidently this is much more expensive than a group class (which is say, 6€) but it's obviously a completely different kettle of fish and you will learn different things, in a different way. I think complementing the group classes with the occasional private one when your budget permits is a good idea.
Individual classes seem to be a very personal thing (ie. each student will have different goals, and I suppose each person will relate to the teacher in his or her own way) so I won't make any more general comments. I liked the classes enough and think that I learned enough to make them worthwhile. I recommend anyone interested in trying it out should give it a go.