My experience is that I don't remember much if I don't commit to the course (and actually, even then I don't remember as much as I'd like!). It really pays off to do the assignments and to pace of the course.

In my opinion, the challenges of self-teaching are to be able to study regularly over a longer period of time, and not only read/watch things but do exercises. Those things are enforced at school, but can be difficult to reproduce in a less constrained setting. For that, the MOOC are quite useful. My only grief is that I usually don't like the videos. I'd be happier with a book.