I went to college for Computer Technology, a hybrid of software and hardware. While I did take a bunch of programming courses, at that point, I was already self taught and was taking the classes only for credits to graduate. So I consider myself self-taught, and in my experience, potential employers DO like folks that are self-taught more often than not, as, like you said, they appreciate the difficulty that comes along that journey.
I think as time goes by, you get better at learning the subject, and "self-teaching" yourself something gets easier.