Personally, I loving working with books and practicing at home.
I also watch dvd's or online clips sometimes as a reference. Or videotape (and watch) myself every once in a hundred years... :)
This, and a practice journal, can speed up your awareness and progression.
I've had modern dance lessons (Graham technique, which is also about the core, and our teacher had a thorough background in pilates, which you could notice) and did a pilates class once with the same teacher.
In other dance workshops and classes (esp. bellydance), some pilates excercises usually are part of the program as well.
The modern dance class made a tremendous difference in how I caried myself, about my awareness of body alignment and posture, almost more than other forms of dance or excercise I've done.
This had to do a lot with the teacher. Even though there were quite some students, she always made personal corrections a few times per class. It was invaluable, the best teacher I've had so far.
Home practice was kind of sacred to me, and I prefer it over classes, because you can completely focus on yourself, without distractions.
I like that quiet and special time. It's kind of a time of self discovery. It's a combination of things, but if I had to choose, I'd choose for a home practice. For corrections though, (some) classes or workshops every once in a while are a must.