Sleazy - yes, you can study on your own and test w/o a mentor or class time. I just took the Technician (passed) and General (um, not! lol) tests at the local club. Most of the people testing had taken the previous month's class, but there were several who just walked in. Most everybody passed whatever test they were on, too, and two folks who'd taken the Tech class had also actually studied for General (unlike me), and they both aced the General. Had a guy who'd self-studied for Extra show up, surprising the test examiners, but he passed that, too.
Just waiting on a call sign, and making up my mind on equipment. Don't know that I'm mentally ready to step up to this kind of distance comms, b/c my interest is primarily local emergency, community activity, and SAR - type stuff. Probably just gonna get a dual band HT and a decent antennae for now.