Perhaps unbeknownest to residents of Atlanta, the Atlanta Ballet offers dance lessons catering to all levels. Classes are offered at their West Peachtree location, as well as on Roswell Rd. I've taken the ballet and the hip-hop classes. For a beginner like me, the classes did not seem overwhelming. I really enjoyed going to ballet, especially with the pianist playing live pieces. The hip-hop is great for a workout, and by the end of the class, you have a routine to show off.
Classes are about $13 each, with a discount when you buy a 10 class card.