I have been a sole practitioner for several years and have also been in classes at one time or the other. One reason for this was because of the astronomical cost. When I had a lot of money and time I could afford classes. When I didnīt I practiced by myself, either practicing what I already knew, or from books, videos, etc. I found that one works as well as the other, to be truthful, except when it comes to practicing self defense moves to get a feel for them.
I am a real advocate of learning MA anyway that you can. I really believe that practice, getting a feel for them, is what makes perfect. A long time ago when I took Shurinryu Karate I had to practice with the instructor, because I was taking private lessons free...which was a great price.
We only sparred until he knew that I knew how to and then we only practiced moves, as we called them--attacks and counter attacks. Thatīs what I think is most important.