Welcome to LGM.
Regarding which path you take in learning your craft, I'd say it probably depends upon which career path you plan to take, musically. If you want to eventually play for a symphony orchestra, you'll likely want to be classically trained by a teacher. If you want to be a good jazz or gospel musician, any of a variety of learning methods may work well for you, including (but not limited to) a structured learning environment.
If I were you, I'd ask myself this question first: "What do I want to do, professionally? Or, stated differently, what do I want to do with my life?" The answer to that question may help put you in the right direction in answering your other questions.