They are often free, but the private classes tend to be paid for. Prenatal classes may be a fun way of meeting other women who are due around the same time as you, and may give you information about pregnancy and pregnancy signs and symptoms, about labor and birth, and about parenting newborn babies. Do you really need prenatal classes?
The answer is quite clearly no. Now that we have the internet to run to with every and any question that enters our mind, women obviously don't need prenatal classes to get the information you want. But you might still like the ability to ask questions to trained professionals in person, and many women also enjoy the camaraderie these classes offer. Prenatal classes can help you prepare for labor and birth and if they are run by the hospital you will be delivering at, the most helpful aspect may be learning about the exact procedures at the very hospital you will give birth at.
You may gain insights into the hospital's philosophy and their willingness to accommodate any special wishes you have as well. If you prefer talking to your own healthcare provider and reading books or blogs, that is perfectly fine. Prenatal classes are totally optional. They don't do any harm though, and you may well enjoy them and learn something new perhaps, you'll even find some still in-utero playmates for your baby!