My DH sometimes asks me, "why do you still need lessons?" After all, I manage my own progress, plan & choreograph my own programs, experiment with my own moves (though inevitably, someone else would coincidentally have the same bright spark). Well, here are some reasons:
Accountability and motivation
Lessons => commitment to a coach, fixed schedule => yes, I better go!
It gives some motivation to wake up at 6am to skate. There have been mornings when I wake up groggy and don't feel like skating, yet by the end of the session, I was glad I did!
Supervision and support
My coach is my eyes. When working on a new element (especially those @#$#% doubles) I cannot always feel when something is wrong... Rather, by the time I can feel and correct my own errors, it is when the element is relatively consistent. So of course I need someone to tell me that that double loop was scrunched up in the air, or that the shoulders weren't level...
Break through plateaus
All too often we hit a plateau in skating. It happens to the best. Having a coach will help the skater through such times. I find that the occassional lessons when I'm overseas offers a new perspective which helps - even after I get back.
Progress and results
Figure skating is not a static sport. There is always room to improve, and here is where a coach helps. Learning new moves, and perfecting them... there is so much more to achieve in figure skating it would be rather presumptious to say I know it all and can go it alone.