Classes are a good way to get your feet wet, but if they don't teach properly, they can also be very discouraging when repeated classes don't yield you a roll.
Since it's in TN, maybe you'll get better classes since that's the home of Jackson kayaks (but who's to say). A class teaching the EJ method of rolling will net you rolls faster and be more motivating (not sure if those exist).
How I finally learned, after spending hundreds on classes, was from EJ's Rolling and Bracing DVD and just getting out to the lake on my own (occasionally with others or I would run into other people I knew), and doing it exactly as EJ instructs in the DVD.
If rolling just isn't your thing, you can still hit up whitewater. You don't need a huge rig. You could use a nice pack raft (like the Alpacka) or those quality Aire duckies/small rafts.
Anyway, BoaterTalk will have local (TN) boaters for you to discuss further with. Thanks for stopping by the Buzz!