Generally speaking, I find that the live training is more interesting and crams more material into a shorter time frame than online training, but the need to conform to the time frame is usually a disadvantage for me and my snail’s pace. Often, when I’m taking an in-person tech training, everything's going along fine and some small (or not-so-small) detail trips me up; sometimes I get so far behind I lose the entire thread of the instruction.
During our WordPress.com training, my computer lost its Internet connection. In trying to figure out what was happening, reconnect, and then having to switch to a new computer, I missed most of one section and part of the next. The asynchronous nature of the online lesson (the ability to pause) is an obvious advantage for someone like me. Still, my experience in following part of an online training about Adobe Illustrator was that I was taking about 4 times longer than the narration to complete the tasks - a problem if the actual narration time for the entire video lesson is 4 hours.
For me the greatest advantage of live sessions is that you have the option of asking questions and getting help on the spot (if no one else is having a problem at the same time). I spun my wheels a few times during the online session, in trying to figure out some relatively simple glitch that a floating tech assistant could have shown me in two seconds.
For both online and in-person training, a relatively high standard of digital literacy and facility is often assumed (opening new windows in quick succession, toggling between windows, downloading files, extracting files, etc.). In-person has an advantage here, if in fact there's an assistant present who can quickly bring you up-to-speed and you’re not too embarrassed to be the guy who constantly needs extra help.
To sum up, I’m not sure which is “easier.” My impression is that Lynda.com videos are more content-rich. As for recommendations, I’d guess it depends on learning styles, but I think in-person and online can clearly complement each other. I’d recommend starting with an in-person session and treating this as a quick and dirty introduction and then moving to the online training videos to focus on and hopefully master your program’s essential features.