Lessons Always. A private lesson will get you going the fastest at your pace and not that of the slowest person. If you don't want to pay for a private lesson, take a group lesson. Learning on your own, you'll pick up bad habits and be likely to bend over at the back and drive with your rear foot.
I recommend doing what I did to get a fantastic lesson last year. I talked to a local of the resort I was heading too (Killington, VT). He recommended I get a lesson from one of two people. I called the resort and scheduled the lesson with the expert teacher who also happened to be an attractive woman (another plus of the local). Lesson was fantastic and propelled my boarding out of the beginner stage.
If you can't find a local, call a local shop and ask them. They should be able to help you out.
I plan on taking a lesson early this year to freshen up my skills and make sure I don't have any bad habits.