On topic:

What are your thoughts on being able to get to an advanced stage in understanding Russian (or any other language) through self-teaching?
One point I would add to what has been said already is that prior experience with OTHER foreign languages, as well as the depth with which you understand the grammar of your own native language, can also be factors in how well you'll do with self-study.

For example, noun-cases barely exist in English -- so if English is the only language you speak, you may have difficulty understanding through self-study alone just how the hell Russian discriminates noun-cases with ending-inflection.

On the other hand, if you're an English speaker who has previously studied a foreign language like German or Latin (both of which have relatively complicated systems for noun-inflection and cases), you won't have so much difficulty getting used to the idea in Russian. Of course, the details of noun-case are different for Russian, German, and Latin, but the basic concept is the same (yet it's a concept that native English speakers haven't been prepared to think about).

And if (like many/most native English speakers) you slept through all your English classes when the teacher was talking about "participles" or "the subjunctive mood", you might correspondingly have more confusion when you're trying to self-teach in Russian. But if you come to Russian with a basic gut-level understanding of what the "subjunctive" expresses, or how a "participle" is defined, that's a point in your favor.