Good luck learning on your own. It's possible and a lot of guys have done it, but it's not going to be easy. I hope you don't get discourged easily.

I'm not an AMA cheerleader, but I do think you should look in to scraping the money together for it if you can. The insurance is worth it if something goes wrong for you. It won't cover everything of course, it's no different than any insurance company (always trying to find a way to avoid paying a claim and so on). But it's better than nothing.

I do wish the AMA or someone else had a less expenseive membership option.

As for your local club, you might want to check around to see if there are other clubs in the area that don't cost as much or will give a discount rate in some way (I've heard of clubs that give discounts for guys who spend time maintaining the field for example. I will admit it's rare though) Or ask around and see if there are any other "outlaws " around who will help you.