Well, let's see what everyone has to say to my response to this.
Should you take them both at the same time - No.
Should you take just one and then teach the other - No.
Okay, I'll stop being obtuse - both pups can benefit by the puppy training; but having them in the same class can be counterproductive since they'll probably tend to center their attention on each other when they should be socializing with the other pups.
If the place you're taking them to has, let's say groups on alternating days, that (IMHO) would be best then each pup would get the benefit of the training and the one-on-one time with you.
(( being foolish - of course, if your pups look enough alike, you could take one to a session and then take the other to the next session ..... ))