if you have a digital p&s or a dslr, i would suggest, just as tribalsnake has to go about it digitally, which is convenient and easy on the pockets. i don't really believe in going for paid courses if you're going about it with digital, everything can be learnt through books and especially the internet and of course a good amount of trial and error.
however if you are REALLY interested in using film, and want to get the full experience, you can't stop at just using b/w film and sending it to the lab for development and prints. DIY is the spirit of b/w photography and when you finally get it right, is very rewarding. from releasing the shutter to drying your print in the darkroom, you control the outcome at every step - which is the romance of b/w photography.