Breastfeeding. I think if i had only one class to go to i would pick a breastfeeding class. We don't spend enough time talking about the importance of breastfeeding. Learn as much about it as possible. If there are family members who do not know about it or who may not be supportive, they should go to the class with you.
Parent Support Group. Although there are classes that try to teach parenting my impression is that in the long run the most successful involve groups of parents and expecting parents who, with professional leadership, can talk about their ideas and experiences. Such "classes" address the particular issues of parents and often contain multiple viewpoints to think about which is helpful since one size doesn't fit all.