Not lessons as such, but the owner of the club I played at was quality (made centuries often) and whenever we played frames he'd give me advice and highlighted things I might've been doing wrong.
Three things come to mind as being particularly useful in helping me improve:
1)
Stance - for the first month or so of playing I was standing the way which was natural to me, sort of dismissing the importance of utilising a 'proper' stance. As soon as I was told how bad mine was and encouraged to fix it I noticed a huge improvement in my cueing. Try this video:
http://www.youtube.com/watch?v=gSK4w_9S_x02)
Cue action - finding a rhythm which suited me and replicating it on every shot. Something I did at first was to count upwards from 1 in time with each forward/backward swing...it should get to a point where it feels "just right" and that is when you deliver the cue through the ball. Don't ever feel the need to rush - take your time with it at first and as you improve you'll naturally speed up.
3)
Vision - make sure that you're looking at the object ball rather than the cue ball when you hit the shot. It's fine to flick your eyes back and forth from the object ball to cue ball whilst feathering before a shot (I believe Hendry/Davis are even known to look at the pocket sometimes) but when you deliver the cue through the ball you should be looking at the object ball. A good analogy is darts: when you throw one, you are looking at a point on the board, not the dart itself. It'll feel really peculiar at first and if you find yourself putting unintentional side on the ball you simply need to work a bit on delivering the cue in a straight line.
Most of all, have fun with it. Improving your technique will make you a better player (and there's nothing more enjoyable than knocking in some big breaks) but, as with anything, make sure you get the balance right
If there are any problems you're having/tips you want let me know, I'll be happy to see if I can help