I agree Laser that having a teacher is useful. However, it's not the teacher that I find counterproductive to my learning method, but the classroom/institutional environment.
The best teacher/me relationship has, in the past, been one where I've simply picked the brains of someone I know who is well versed in the subject, in an informal conversation, after having done my own reading in my own way and time. That way I get to bounce it off an 'expert' and get their feedback, which I then take back with me and refine; it also helps inform my next choice of reading matter, and the way that I interpret what I read.
I've always found classrooms just infuriating because a) they progress so slowly and b) the rigid structure of what to read and when, and the arbitrariness of most of the essay questions that don't seem to be really testing "do you understand this topic", but rather "have you read the textbook?"
The latter might not be the case in all institutions, but it certainly has been in the British undergrad courses I've taken in the past. I've been penalized for using material from outside of the course, rather than commended for my extracurricular research. I've found it difficult to write the essays because the real task I'm presented with isn't to talk about a certain subject, but to try to demonstrate that I've read a book, by saying everything the book says without directly quoting it or too obviously paraphrasing it. And I fail to see what useful skill I'm learning there - if not simply "how to pass this course".