From my experience the big benefit of doing dance classes is that the instructor can physically move with you in the right way and grab your arms or body and hold them into position if needed.

The second best way of learning is from a video which includes a lot of explanations. Almost all videos explain the moves, but it's very important to know how to tense your body where to put your weight, how to shift your weight, etc. e.g: if you're dancing with a partner and you're not keeping your arms rigid then you can't lead properly, because she won't be able to figure out what you want to do. This is almost completely invisible when looking at dancers, so it needs to be explained.