I have always operated as an LLC. There are a lot of advantages having an LLC, not to mention less headaches from uncle Sam ;-)! Also, if I were you I would definitely check for park permits, etc. before offering any outdoor classes. You will need a liability insurance (if you don’t have one) and you will also need to add the park district or location where the class will be offered into your insurance. Consult with an attorney and a CPA to help you with this issue.
I hope this helps.