Self-Study vs. Classes

'Sup /lang/.

Which is better when learning a foreign language? Self-Study or classes? Which do you prefer?

'sup /lang/.
My classmate makes the same silly grammatical mistakes but is it ok to point that out?
They say no matter how I'm careful not to hurt his feelings,
to tell "your Japanese is incorrect" is equal to "you're ugly", "you stink". Is it true?
I must take the advice but still I don't get it.