Yeah - Mudhole is a major supplier for rod builders. Great inventory, good service, ridiculously high freight charges. I would assume their classes are good too.
There are other ways to get started in rod building as well ... Joe's classes are great, and around the April timeframe FTU usually sponsors a rod builders day. It's a great chance to meet people, see techniques, and observe how it all fits together. Armed with that, some youtube videos, and a starter kit you have plenty to get you started. If you need help along the way there are forums on 2cool, and the rod builders department at either FTU are full of expertise and help.
The main thing is... figure out a way to start and jump in! Remember, as Joe Nicklo says - catching on fish on a fly you've tied, and on a rod you've built yourself, is a spiritual experience!