Is it rude not to take a course with your adviser? This semester I need to take a course that is offered in two sections, one of which will be taught by my M.Sc. thesis advisor.

The problem is that I personally prefer to take the course with the other professor instead of my advisor because:


The teaching quality of my advisor is not as good as the other professor.
If I take the course with my current advisor, the TAs would be my labmates, and it makes me a little nervous that my grades and activities be exposed to them (and also to the professor).


I want to know generally: is it OK to not take a course with your advisor, especially if that course is the main focus of your lab and your work.
Expanding my comments from earlier...

Most importantly, talk to your advisor. Either you should be able to convince him/her that the other course will benefit you more or he/she should be able to convince you that his/her course will benefit you more.

I disagree with RoboKaren's answer. Working with your advisor is far more important than taking a class with him/her for a letter of rec. You may have other opportunities to take a course with him/her anyway.