First of all, I would definitely go for the group lessons! They are usually longer, so you get more time on your horse for your money. It's a good way to make friends if you don't know many people, and it's also a good opportunity to watch other people ride and jump, and learn from them and from the tips your coach gives the other people.
I take group lessons and we usually walk-trot-canter and then jump. We start out with one or two jumps and then each take a turn, then we will add a few jumps and we'll each go again, keep adding jumps until he have made a full course. For shows, it all depends one whether you show Hunter of Equitation or something else... I show in Equitation and I usually do a walk/trot, a w/t/c, and then a couple jumping classes. For eq, jumping is usually just outside lines, but sometimes they have courses. Hunter is almost always courses. I've been to one show that did a ground pole class but that was just once.
Every ride, good or bad, teaches you something new.