What's your end goal here? Do you just want to be able to make some good personal investment choices, or are you trying to be a day trader or algorithmic investor? The materials will be different depending on your intended path.
In any case, I definitely wouldn't pay for a class. There are more than enough free materials out there like this MOOC from Stanford GSB: http://online.stanford.edu/Stocks_and_Bonds_Fall_2014