First time around I did a 6-week course of one evening a week at the local early years centre. It was free. There were 12 couples in the group, and 4 of us plus 2 from the subsequent group formed a coffee group from it that is still going 21 months on. It was a relatively good pro-natural course. The CBE was awesome, but the diverse interests and needs of the group meant I didn't actually learn much (I'm already fairly well educated on birth).
I ended up with a fairly distressing birth for DD - not the homebirth I'd planned - and wanted to be proactive about getting a better birth this time. As part of that, I paid for 3 sessions ($45/hr for 3 x 1 hr sessions) with a CBE with just me. DH came to one session. It was about working through some of the distress that lingered from DD's birth so I could approach this one in a better frame of mind than I was earlier in pregnancy, and coming up with some techniques for coping with various things in this labour so that even though we don't know what will happen, we can at least try and keep some control over how we respond to them this time. I also had a couple of chats with my previous CBE which pretty useful, and free - she's funded by the DHB I think. I'll let you know in a month or so if it's worked