Where should I place my own helper classes?

I know this is a newbie question, but where in the rails tree should I
place a my own helper classes? For example, I have a class called
UserSchedule which loads data from different models in order to form a
user's schedule. Should that go in the models directory? components?

I would put your UserSchedule class directly in the model directory as
you suggested. Think of the model as containing all the 'business
logic' of you're app, not just the ActiveRecord::Base derivatives.

If later, you end up wanting to share logic between applications, there
are some helpful tips here,
http://wiki.rubyonrails.org/rails/pages/TheBigPicture, on reusing your
classes between applications. But for a single app, putting classes
directly in model works fine.

“UserSchedule which loads data from different models in order to form a
user’s schedule”

I put these kind of classes in the controller directory, because you are loading data from the db

If you just calculate a few vars, i would put it in the model directory, the good thing is that you can access it from helpers, views, controllers.