I did an NCT intensive course at 33 - 34 weeks (2 Saturdays each 6 hours). It was good, filled in a few gaps in my knowledge and it was nice meeting other mum-to-be's but I was by far the youngest (I'm 20) by about 12 years, lol. I'd definately reccommend going, it gives some peace of mind if nothing else - everyone is so worried and looking forward to being parents!
As I'm a student they gave me the maximum discount so I only had to pay £20. If you have a low income or have certain other circumstances they'll give you a discount too.