Fair enough. A good instructor is certainly key. The guy training us near London, England, is eastern European, with a variety of background disciplines, as well as being a general hard bastard! A very good instructor. His boss, who runs the whole show, is involved in fight choreography, e.g. The Debt, which probably explains why the membership fees are so steep!
Regarding the sessions themselves, they last 90 mins and some weeks they are very (what I term) 'cardio' focussed. This can mean rounds of burpees, push-ups, etc, or fight drills using pads, focus mitts, etc. Sometimes the session will see little cardio and the majority of the time is spent doing the same techniques repeatedly. It's amazed me how fatigued I've felt following 30 mins or so of escaping bear hugs, choke holds, etc, despite the low intensity. I don't mind admitting I've sometimes limped out of these sessions so recovery is key. That said, Krav Maga is not hugely physically challenging. It's only when you move up to multiple sesions a week, coupled with additional gym work, it becomes an issue.