As what has been said, by going to a university, many better opportunity will be open for you. Although it will be costly, I personally feel that it will be well worth the money and effort as long as you are passionate about what you are doing. I think the only way to become successfull geurilla style will be if you are VERY VERY lucky, or if you know or work with someone who is skilled and/or famous in that field.
besides :P it'd be awesome to have a mate who has a phd in filmmaking :D
tl;dr, i say go for it.