How far are you prepared to travel? I'm currently looking for the same thing. There are some regional ones - and Capital do them as well as Sally's - but in London there's a lot more choice.
Another alternative is to speak to some hairdressers and see if anyone will give you a one-on-one to learn some key skills (blowdrying/rollers/backcombing etc) and some styles to start you off. Could be much cheaper than doing a course if cost is an issue!
I've done a one-day bridal hair workshop before and it was really useful, but I think the key is practice, practice, practice! I haven't practiced as much as I'd like and there's no way I'd feel confident enough to do a bride yet. I've found a couple of course in London that are two days and thought doing something like that might motivate me again! x