I am a self-taught golfer and was never a big proponent of lessons. With all the videos, books, and magazines out there, it would seem you could, with practice, develop a pretty sound game on you own.
However, I was sent to the Golf Digest School at Cranwell Resort (in Lenox, Mass) to write a profile for a magazine. I spent only one day there (they have a number of multi-day packages) and was thoroughly impressed. The practice facilities are exceptional, and I came away with a video tape of my swing from three different angles. The instructor, Keith Lyford, recorded his comments on the tape, and included side-by-side comparisons of my swing against Tiger, David Love, and Bob Tway. Itt is humbling to say the least to see your swing in slow motion. Moving parts all over the place, loss of posture, casting at the top, hands flipping through impact, etc.
I got much worse for a few weeks after the lesson, but since then have chopped seven strokes off my handicap (from a 12 to a 5).
The instructor, Keith Lyford, is no longer there (I think he opened a school in Arizona?), and that is a key. The facilities are very important, but the instructor is what will make the lesson. A great pro with a video camera and a range will beat an average pro with the best facilities in the world.