I took lessons and it was one of the best/worst things i've done for my game. I never "learned" how to play golf, I was a baseball player all my life so swinging at a ball came somewhat natural. Over the years I had many bad habits that were engrained in my swing. I took lessons for an entire winter, every weekend for 6 months, it was a wedding gift from my wife.
We made some minor tweaks to my swing that gave me a case of the shanks immediately. The first few lessons had me so screwed up that I thought about quitting and getting my money back. Slowly but surely everything started to click and the minor tweaks we made started to feel more natural. By the end of the winter I was hitting the ball better than ever, but one thing that I "learned" is how to change something on the course. Meaning, I now know how to correct my mistakes on the fly instead of going through the whole round wondering why my swing went to sh*t.