True, being able to teach yourself is a hugely valuable skill. But I think you also shouldn't underestimate the value of a mentor (as in someone to guide your self teaching) - I've been teaching myself guitar for years and finally got around to getting some lessons. It's been an eye opener seeing the obvious things I missed by just relying on myself.
Agreed. You don't know what you don't know. A mentor can help you learn the topics in the most effective order, offer suggestions that you wouldn't otherwise find, and motivate you on your bad days.