A big part of the 'exorbitant cost' comes from consumables and materials. Learning anything involves paying your dues, and knowledge does usually not come free of charge. Someone in an apprenticeship is getting 'free' training, but money is taken out of every members check to pay the cost of the apprenticeship program. Also, the apprentice is working at a lower salary than journeymen for a few years until they master the craft.
When I had my own shop, I generally didn't have the time or material to show someone how to weld. I have to make $$$$ and doing an independent teaching wasn't going to pay off for me. What I did have, in one instance, was a two brothers walk in and wanting to trade labor for instruction. These kids turned out to be great workers, and I employed them right up until the time I closed up my business.
The other suggestions about doing some welds, posting really good pictures out here on the forum, and getting input from the guys is a great idea. But remember, practice and arc time is what is going to make you a better welder; there is just no getting around that fact!