I had a 9 hole playing lesson last summer and can highly recommend it. I personally believe that it's good for the Pro to see you playing the game, rather than just hitting balls on the range. I did book a series of lessons after the playing lesson too, though.
and cannot recommend the staff highly enough. Both Adrian Rogers and Pete Styles are top-blokes and excellent teachers. not only that they made me feel relaxed when i had a god awful swing.
its filmed on split screen (both front and side views) and they review it then and there.
it looks like that all-the-time as its sheltered and lit up by 'chillfactor' - no rain or natural light can get past!
yeah its expensive but good facilities. to be honest i think the American Golf Store attached is useless and i wont be buying anything else from them. bad past experiences