Location close to Baltimore to do HQL training?

Hello, I am new to the state and would like to purchase a handgun for protection. I see that before I can even fill out the application they would like proof of course completion. I am wondering if anyone has advisement to complete this in an efficient and cost-effective manner? In order to purchase a handgun I need to take the course, do fingerprinting, background check, is there anything else I am missing?