I got mine in Dubai Mall, on the ground level where all sports shops are. The store is called K2. Paid about AED 950 3-4 years ago, they were 40% off.
Haven't heard about classes though.
You may want to consider places that are mostly close to your language, culture, and faith.
Many countries welcome investors, and if this is the basis you are considering, you shall definitely succeed! Be ready for a lot of paperwork :)
Good luck!