I built a telemaster 40 and taught myself how to fly without an instructor. I live in SW Montana just north of Yellowstone Park and I did this because the only other option was a long drive to a club field in Billings. My only training to the requirements of flight was Microsoft Flight Sim which is absolutely nothing close to R/C with a transmitter. This did, however, teach me the basic physics of flight that when coupled to a fantasic trainer like the telemaster, made learning R/C a fairly easy, painless endeavor.

All this to say, if you've access to an instructor, use them. It's a big initial investment...why take the risk?