Both group and private lessons have their benefits.  Group lessons are less expensive and give you the benefit of learning to dance in a more social enviroment.  Because group classes include people with different experience and ability, they generally move at a slower pace than private lessons.  Private lessons allow the instructor to focus completely on YOU (and you partner if you have one).  Because the lesson is customized, the student generally learns faster and can cover material in greater detail than in a group format.