I'm sorry for the late reply!!! When it rains it POURS in my world <img src="/images/graemlins/wink.gif" alt="" />
Anyway, to answer your question(s) if you are serious about learning to bellydance, I strongly urge you NOT to try & learn from videos. While there are some really great videos out that show you bellydance moves, NOTHING beats that live feel/vibe of class instruction. From my understanding, the instruction videos that are out are intended more for those that have at least the basics of bellydance moves & timing.
TRUST me..I totally can feel your pain about feeling too shy to go to a class but just remember...EVERYONE was a beginner at some point & felt the same way you do...a little apprehensive to dance in public. To be honest I think that mentality is a Western one & I hope more women here in the West will bust out of the mold!
What I DO suggest is you take a look at the Neena & Veena bellydance workout tapes. I reviewed them several years ago and they are fun & incorporate some bellydancing moves in the workout. Here is the link to the review that breaks down the tapes:
http://www.bellaonline.com/articles/art2711.asp While this dance is beautiful, fun & graceful...it IS and can be WORK so being physically conditioned is almost required (and I'm not saying "being THIN and a size 3")! Read the review and tell me what you think.
ALso, you might want to check your local YMCA or Community center or even some community colleges offer such classes. You'll surprise yourself when you actually do come out of your shell! <img src="/images/graemlins/smile.gif" alt="" />