
I'd find a few classes then go check them out without your pup, so you can see exactly what goes on. It may save you some money - you can avoid signing up and paying for a course then finding out it's unsuitable (i've done this, and lost £35 because of a very rough trainer).
Most puppy classes will be in a secure environment of course, and some - like the one I took both my pups too - use a longline for recall training, so that pup can't run off. My trainer did yoyo recalls between her and me on an 8m longline.
So check them out first, and remember - if there's anything you're uncomfortable with, say so, if the trainer is a good one they'll respect your wishes - it's your dog, after all.