I think the "learn on your own" approach will work OK as far as the mechanics of handling a gun go. But the good courses in self-defense teach a lot more - legal issues, liability, and other aspects of carrying and using a gun that you can't get on your own. Most people here and on other sites concentrate on the mechanics; in other words they learn a lot about how to shoot, and choose to remain ignorant of when (and when not) to shoot. That way can spell trouble if or when you draw that gun for real.
Of course, those considerations generally don't apply to range firing, especially to bullseye target, so that kind of shooting can be learned on your own.
I might also suggest that the worst way to learn either the mechanics or other aspects of self-defense is to rely on the absurd nonsense put out by most gun rags.