Chef class can really provide some help for the home cook. I'm sure like most people you have your batch of tried and true recipes you can knock out without too much trouble and they turn out great. But what about branching out into styles or cuisines you're unfamiliar with? If you've never cooked interior Mexican food, how can you tell if a recipe is any good, unless you give it a try of course. But if it sucks, you're out your time and the money for the ingredients. That's why taking a cooking class is a great way to go to broaden your culinary horizons at home.
I live in Austin, Texas and we're pretty lucky for classes, we have the headquarters of Whole Foods in town and they have an excellent cooking school, along with Central Market, an excellent grocery store, that has cooking courses also. If you don't have great places like these in your town, most large or medium size towns have some kind of cooking classes through restaurants, caterers, grocery stores or community colleges.
If you live in a small town or don't want to spend the money for classes you can hit the internet. Go to youtube.com and put in the recipe you want to learn. I did that and searched on "making gumbo" and there were 139 videos. Even some clips from cooking shows. The good thing about learning recipes this way, compared with just finding a recipe in a book, is at least you're seeing someone make it and at least they probably think it tastes good.
If all else fails, you can talk to friends and see if they have a special recipe similar to the kind you want to learn and ask them to teach you how to make it. This might be the best way to learn, you get to hang out with a friend and then share a great meal afterward.
