Workshops are for 15-300 people. Like classes, they're geared to teach specific skills, such as new steps. They're less expensive than classes. Sometimes, they have an exact focus, such as leading and following, or intermediate steps. They may feature a guest teacher.
Private lessons are for an individual or couple.
Personal attention is the key. Private lessons also give quicker results, since the couple or individual has the teacher s total attention. One couple, who didn't know how to dance zydeco took private lessons because they were having a zydeco wedding in a few months. Classes would have taken them more time to reach the level they could achieve after only a few private lessons. And lesson times were tailored to their busy schedule.