If you want to have a few friends around and not spend too much, a well run group lesson with four or fewer students will get you off to a good start. Most group lessons range between $20 and $80 per hour, so being one of four will cost you between $5 and $20. Prices tend to mirror the cost of living in a given area, with big cities and major resort areas most expensive. Teaching pros who give lessons on public courts often offer the lowest prices.
If you don't mind being without classmates, you'll learn the most in a private lesson. Many pros offer a slightly lower hourly rate for private lessons, so you'll probably spend between $15 and $75. The big advantage of a private lesson is having 100% of the pro's attention, so everything is exactly tailored to what you need to learn. If your forehand takes off quickly, for example, you can move ahead to the backhand right away, not having to wait for others to catch up.
For much more on the various types of lessons, see Finding the Right Tennis Lessons for Kids, much of which is applicable to adults, too.

