I dont know about pakistan. But my experience about (many) indian coaching classes is bad (ask if you are curious).
I did not use any class for OCJP and I suggest that it is better to avoid them.
You can try the following which are good for
self-study :
1.SCJP 6 guide by kathy sierra and bert bates aka K&B book (exam oriented). Interesting and explains basics well.
You will need extra books if you dont know data-structures.
2.Java - How to program by deitel. Many topics covered and each program explained
step by step. I Like this book.
OR "Head first Java" by K&B.
3.OCP programmer practice exams book by K&B (when you are ready to go for final exam)
4.For doubts while learning - this website and google.
Good luck
PS : which are the famous/well-advertised coaching classes for IT in pakistan ? In india we have niit, aptech , karox , st.angelos etc.