It's not really possible to make a definitive statement on this as people differ in the way they like to learn. Personally, I don't like formal lessons and don't like being told what to do. I have taught myself to play guitar, mandolin, ukulele and banjo by this method and to a lesser extent, taught myself to speak French.
Other people learn really well from formal lessons and neither way is right or wrong.
Still using the music example, I consider a live gig to be easily worth ten practice sessions to learn how things go. If I had my way I would only play live and never practice. Not quite knowing how a song goes as you launch into it is a great way of learning it really quickly!.... Again, this is just my personal view.
Steve.