My own personal rule is one class at a time and I'll tell you why. Every theater has their own teaching style and sometimes their instructions conflict with one another. That's because you're not learning math. Your learning something that doesn't have hard set rules. It's improv, where any rule can be broken at any time and it's difficult to know when.
Each theater is preparing you for their own style of improv and the kind of show they want to see you perform. That's why it's important that you find out about the program before you start taking it and don't just pick a place based on how popular the theater is. Places like The Annoyance and iO Theater teach improv with a completely different base. At Annoyance it's all about taking care of yourself. They believe that as long as you take care of yourself in a scene and make your own strong choices then everything should be great. Two people on stage taking care of themselves (the independent way). iO is the exact opposite. Your goal is try to take care of the other person that you're on stage with. Helping your scene partner and growing together (the community way). Which way is best? Both and neither. They both might work for some people and one might work better for another, but they're both proven methods.
The weird thing about improv is you can know all the "rules" and you can know why some scenes are good and some scenes are bad, but you won't be able to really perform properly until you've received the reps. You can have all the improv knowledge in the world, but it won't change much until you get out there and practice in front of a real audience. That's because you can't really use your knowledge until you can actually perform without thinking. It has to become muscle memory or second nature. This typically isn't something you can learn in a class with an instructor. There are a ton of theaters around the city that will give you stage time and allow you to grow as an improvisor.
So personally I think that taking one class at a time is the best way. Getting an independent team together with a coach is a lot more helpful than taking a million classes at once. But maybe I'm a little biased because my first independent team, Sophomore Album is still going strong (SHAMELESS PLUG).* We've performed in various improv festivals and almost every improv theater in Chicago. Sometimes we have epic shows and sometimes we're rusty. It's all apart of having fun, becoming better, and sometimes just spending time together.
*I have no shame.
It's not going to be pretty at first. Not too long ago one of my college friends, who I haven't seen in 3 years, came to one of my random little shows. We've kept in touch and she knew that I've been spending almost all of my free time doing improv. She arrived and the only people in the audience where her, her friend, and a couple of the other performers. I had a horrible performance and was extremely embarrassed. All the classes, all the coaching, and all that work just to screw it up. But that's part of the learning process and that's really what makes you strive to become a better improvisor. It also helps to learn how to handle a bad show and understand that everyone has them. You're making random stuff up on the spot so it's not always going to be awesome.
Filed under: Advice