@remino My advice: do both. A three day intensive workshop will cover a lot of ground and then you can focus on topics that you think need work. Also this means you can go on stage and do actual improv.
@remino Any improv class is worth more than what you pay. The one thing I'm still learning is to say "yes and" instead of "but" when doing improv. Do it. Immediately. And don't be ashamed of making mistakes.