No, studying on your own is perfectly fine. Starting early is good, you can get a feel for what areas need the most work. Practice tests are the most important study tool, and reading the explanations for the questions on those practice tests.
The biggest thing about studying on your own vs. with a class is that you have to be disciplined enough to actually study w/o any incentive of knowing what's going on in class, etc.
I teach a Kaplan course, but studied for my own test without a class, so have some perspective on both - if you want to talk more specifically about your study program send me a message sometime.
Best of luck.