Check with your local community college. Community colleges often offer writing classes, including screenwriting. These classes are usually less expensive than classes offered at traditional 4-year colleges.
Check with local colleges and universities in your area. Although you will have to apply, you do not have to be pursuing a career in order to take one or two classes at your local university.
Check with universities and colleges that offer online courses. This could be an online university such as the University of Phoenix, or a traditional college or university that offers some classes online.
Ask around in writer's forums for a good recommendation. Most writers forums will have a section for screenwriters.
Look into taking Syd Field's online class. Syd Field is the author of several books on screenwriting. This is a 5-week course that is available anytime you want to start. It is offered as a series of weekly, downloadable MP3 audio lessons (see Resources below).
Check out Gotham Writer's Workshop. Gotham Writers' Workshop is one the largest comprehensive private creative writing school. It offers classes in New York City and online (see Resources below).
Check out some of the online film schools. Many of these schools offer online screenwriting courses. You could also check forums for film students and independent film makers for recommendations (see Resources below).
Check out E-script, which offers online courses and workshops in 5- and 10-week terms. They also have message boards for playwrights and screenwriters that are open to the public (see Resources below).
Try Screenwriters Online's master class on screenwriting. The master class involves spending 2 or 3 consecutive nights involved in discussions in a chat room. They typically invite some professional writers and producers to the chats to be involved in the discussions (see Resources below).