I think that places like Sitepoint Premium, Lynda.com or Udemy are great.
I've learnt by trying things out and doing everything myself. But a good course with a good teacher can be a real time saver.
The thing is... Was Lynda.com worth it? Did you learn anything? Did you learn a lot?
Because, while the only way to really learn web development is just... do it and get your hands dirty, good information can save you lots of time and effort.
Also what works for you might not work for someone else.
I use Sitepoint Premium and in general, I like it.
I also have done some courses in Udemy and in Lynda.com (but it was a long, long time ago in Lynda.com)
I would say that each place has its strong points and its weak points. In Udemy the quality is much more variable... but because there are so many teachers there, you can find real gems sometimes. But I never tried a development course in Udemy. Just generic topics that interested me.