Unless you are going to a lot of courses or have other uses for the pad other than the training class, there is a very good chance you can get away with buying some of the least expensive Wal-mart, Academy, etc. pads.
At Academy, you can try on some of they ones they have out for sale and figure out if you are going to have pinch or snugness issues.
The last time I used pads, I went with briar pants (thick fabric) and did not wear knee pads and used by 7 year old daughter's skating knee pads for elbow pads and did great. It has been my experience that knees in a good pair of jeans will suffer a lot less than bare elbows.
Of course, if you are going the longer term or heavy use route, you might do much better getting higher quality gear, but it is going to cost a lot more. I have been in classes with guys who have complained about the cost as they ONLY wore them during classes and at no other time, though one guy did admit to wearing he SWAT knee pads for gardening, noting that gardening was the only other time he needed them.
Whether cheap or quality, it is important that you can try them on before your class. You don't want to diminish your class experience because of a bothersome need to adjust loose, binding, slipping pads.