I have been to the Indianapolis Kennel Club's training with Bodzin (the shy one) with success. They use praise as a reward. I took Jack to the Anamalia place in Irvington and he did well with that... they use the clicker-treat method, which I think is sorta tricky. Both are affordable.
There is one called K-9 Kollege in Beach Grove. Go to this IDOG link http://www.idog.biz/INDOG.html. At the bottom of the page is a list of groomers, trainers, etc. I like our trainer, but they are in Fischers. Opposite side of the City from you.