Whether you're interested in competitive obedience or not (it's much easier to start with a competitive outlook than it is to go back and fix a foundation that isn't as good), I'd recommend Linda Shea at The Educated Dog for puppy classes:
http://www.teddogtraining.com
I sure wish I lived as close to her as you do!
You can do lots of confidence building activities and muscle memory stuff with your puppy. Even if you aren't comfortable taking him anywhere (my puppies start playing out at herding at about 5 weeks...), you can do lots of things at home. Give him lots of different surfaces to walk on (x-pen wire, chicken wire, plastic tarps, clear stuff, tilty boards, etc), and different things to smell/see/taste. You can work on sit, down, stand etc, just remember to make it fun so your puppy learns to enjoy training (playing) with you. Heel position is more important to me than stationary commands so I do lots of muscle memory games in heel position (moving). One of my favorites involves a spoon, p-nut butter, and a happy puppy prancing along by my side licking the spoon

. I also do lots of tug and fetch games, and build on a puppies desire to play with me (I'm the source of all kinds of fun stuff...food, toys etc).
Here's a couple articles/sources for good information about raising a working pup:
Everything you wanted to Know about puppies Ann Marie Silvertons Puppy Video Puppy fundamentals article
Oops...forgot to add...Lisa Miller (Premier Canine Club) at Argus Ranch in Auburn (
http://argusranch.com/ARFAgility.html) has a Puppy Agility class starting in January (perfect timing). Puppies have to be under 6 months, and agility is a great way to start building a super positive attitude toward classes.
Here's a description of the class:
"This class is geared for your puppy's growing bones and learning mind. This class covers clicker training, basic obedience, puppy agility and socialization. Using a fun puppy playground filled with specialty equipment, we introduce your puppy to various surfaces, situations and obstacles that safely challenge and stimulate their body and brain."