Let $P_n=\frac{3^n-1}{2}$, $q\in\mathbb N, q\neq 1$, then $$ P_q \text{ is composite } \Leftrightarrow \forall n\in\mathbb N: P_{qn} \text{ is composite}$$
In other words, each $q$ you find, such that $P_q$ is not prime (e.g. $q=2,5,11,17,19$) gives you a class $P_{qn}$, which is never prime.