I've gone the other way, from classes to weight-lifting to splitting muscle groups. Very occasionally, if I've finished my workout and want to add a cardio element, I'll do a class, either Body Combat or Grit. I've stopped doing anything resistance-based outside of my own workout because it just tires my muscles out so they're not fully rested when it comes to training that body part next day.

Pros of focusing purely on lifting now, rather than classes, are that I decide when to do something rather than try to make my body do something according to the schedule when I'm tired. Also, I don't have to endure instructors blasting the music painfully (and I mean this literally) loud, or listen to a track that just doesn't do it for me. And of course, my progress has exploded since I split muscle groups and really focused on the programme. I always felt classes were great as an introduction to the world of fitness, where people can get a feel for weights and techniques in Body Pump or body weight fitness in Pilates, for example. But there is no progression really in it. I see women do it year after year, but with no change in their bodies, although to be fair that might have more to do with their diets.

Cons are that the ladies who were so friendly before in class barely acknowledge me now. So yes, that social element is gone. In my gym, it's downright high-school all over again (they don't invite me to their get-togethers anymore).

Anyway, my point is you can mix and match so you get the advantages of both, as long as you feel you're not completely exhausting yourself. It's a bit trial-and-error at first, but you'll soon adjust to it, and figure out a way to do both in a way that's most beneficial for you.