Many stained glass stores teach classes, sometimes you will find a "Try it, You'll like it" class that allows you to use the store's equipment and materials in a short class to get the feel of making a piece. This happens to be one of the most popular classes at my wife's store. For a more detailed description, view her website at: Stained Glass of McKinney.
There are a LOT of tips and tricks to building a panel and getting the glass or lead to behave. While the basics can be listed on a website like this, there is value in having an instructor work with you and help you improve your skills.
There are concerns that the art of working with glass is dying. To help prevent that from occurring, Kay Bain Weiner has started a foundation dedicated to helping reintroduce glass craftsmanship into schools around the world. If you are an art or craft teacher, you may wish to contact the foundation at Kay Bain Weiner's website to inquire about free classes for teachers or materials.