I wouldn't worry about "missing anything in classes." You'll develop at your own pace, whether you're there once a week or five nights a week. You'll learn something every time, and it's not like the gym will start at zero when you first walk in and only go through each thing once. It's all about repetition and practice. As for what style to train in, just see what's available and give them all a try. Any gym worth its salt will offer you at least one free class -- some offer a whole free week. When you've found the one you enjoy the most, stick with it.
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