Many people will first look into what classes are available when they're interested in learning a new skill, and taking a course does have some advantages. For instance, with a course there is always an instructor to help one learn. Also, some skills can only be taught in groups, like most sports and many kinds of dances.
Still, putting together one's own study plans seems to offer the greater advantage in most cases. For starters, a person who teaches himself can learn at his own pace. He can study when and where it's most convenient, rather than being bound by a set class schedule. There also aren't the costs of getting to the school. Also, there might not be a course in the skill being offered near his home. There might be a class in French or Spanish at the local continuing education school, but there usually won't be for a course in a more unusual language like Swedish or Finnish.
Cooking classes are a good example of how self-learning is often the better option. At an adult education center, classes will be offered in a certain type of cooking, like baking Christmas cookies or in preparing thirty-minute recipes, and the course will cost about fifty dollars. One will be shown how to prepare about half a dozen recipes, and will have to write down each and every ingredient and step, hoping not to miss anything. Meanwhile, at the bookstore the same fifty dollars could buy a couple of good cookbooks which will be filled with recipes, and sometimes, there will be step-by-step pictures showing the preparation. It's simpler to buy cookbooks and to go through them at home.
Computer skills are another area in which self-study is a much better option than taking a class. Much of the computer software today practically tells the user how to operate the program, and there are extensive software manuals that one can refer to when something isn't clear. Learning how to use a new software program can be an interesting challenge on one's own. However, anybody who has ever sat in a computer course knows how tedious it can be to have to follow an instructor go through each little detail. It's similar with mathematics, which is often regarded as being tough, boring, or simply unpleasant. Teaching oneself mathematics from a book is like solving puzzles with numbers, and it's easier to remember the steps. Although I'm certain that there are many good math teachers out there, I'm also convinced that having somebody stand in the front of a classroom going through each step of an algebra or trigonomerty problem is the worst way to learn mathematics.
It's worth considering the wide variety of learning materials which exist for self-study. Along with the huge variety of books that have been printed, there are also CDs to hear how a foreign language is spoken, and software offers an extension of self-study. There is software to teach people how to play musical instruments, to practice math problems, to practice the vocabulary and grammar of a foreign language, and the list goes on. Self-study materials are usually much cheaper than classes, also. Whichever skill might interest you, it's always worth looking into what kind of self-study materials are available.
The author lives in Munich and speaks English, German, and French. She's planning on starting a self-guided study to learn Swedish soon.