Are you looking for hands on type or those where they demo to you and you get the recipe to try at home? If the demo type, then you can try Community Centres. They have such classes and are pretty cheap. If you are looking for the hands on type, then you might want to check out Shermay's School of Cooking. I heard quite good reviews about the school.
Shermay's Cooking School - Home
I think Phoon Huat also has baking classes as well.
Actually, there are many sites on the internet that have very good recipes and are easy to make.