As I've been reading, it appears that a lot of framebuilders were self-taught, rather than schooled. The owner of Primus Mootry says so on the front page of his website. One has to dig a bit, but it appears that Doug Curtiss of Curtlo taught himself as well, utilizing a plywood home-made jig.
I'm considering Koichi Yamaguchi's shool, but, as a reasonably intelligent individual with a knack for fine detail and for making things, I wonder if I could teach myself just as effectively.
Yamaguchi's school would likely run $3K, when all was said and done. I would leave with a bike frame, perhaps even a well built one depending on my aptitude. It would be a chance to "try my hand" with little more investment than had I purchased a custom frame from Yamaguchi-san. However, if this was something I wanted to continue, I would need to purchase tools.
On the other hand, I could probably get a torch, fashion a jig of some form from Home Depot supplies, and get a bunch of practice tubing to butcher for less than $1,500 for everything. Another $200 for a proper tube set when I'm ready to actually build. Of course, if I'm no good then I have a bunch of junk that I spent a lot of money on with no further use for.