Makoazie, antenatal classes are not a MUST, but would definitely recommend going - especially if it's your first child.
I am starting my course on 26 May and then it's once a week every week for the whole of June. Mostly, though if you're due in Sept you would do the course that runs through July - but i'm doing the hypnobirthing course then so doing the normal antenatal classes in June.
I definitely don't think it's a waste of money. It's not like you see in the movies - just breathing classes. They teach you all sorts of stuff - changes to expect during your pregnancy, how to cope with the pain during childbirth, they have both a natural birth class as well as a caesar class so that will tell you what to expect when you do go to give birth. They also teach you how to put on nappies and bath the baby and generally care for it. And loads of other stuff.
And aside from all that you get to meet people that are in the same place as you in their pregnancy and also nervous and unsure of things and you get to discuss your fears or questions etc.
Everyone i know that has ever been to antenatal classes highly highly recommends going and i definitely will be going as well.
But, it is definitely a choice and not a necessity, but also not a waste of money.