I learned using the Talbot and Paterek books, with some help from Joe Bringheli who was local to me at the time. My first few frames had some flaws, but were rideable, and by the time I completed my 4th frame they were turning out pretty well. I paint my frames as well as build them.

One thing I did early on was fabricate an alignment table with pedestal attachment for the bottom bracket. You don't need a "jig" per say, but I wouldn't want to try to build without a good solid method to check and tweak alignment as you go. I wound up spending about $1000 - $1500 in tools, which is a lot of money, but they have been with me for a good while now and get used on a regular basis so it's not too bad really.

I'm sure that taking Doug's, or one of the other classes, would have short cut the learning process, bit I'm quite confident my in my frames at this point although it does take me quite a long while to build one. I'll add that I think building a lugged frame is significantly easier than fillet brazing since the amount of heat involved in the joining process is lower so there is less distortion and warpage.

If you do decide to give it a go on your own, how about looking for some other locals in your area to help you out? I've helped a few people over the years and would be willing to help others if anyone is in my area. The Framebuiders list is very active so there is a good chance to find someone within reasonable driving distance from you.