I don't think it's an either/or; there are pros and cons of each. It all depends on what you want to gain.
Ball machine + watching lots of free tennis instruction videos on the Internet + posting for free help in the Tips forum of this board
I would give two different answers for the serve vs other shots. For my serve, I get more mileage out of practicing alone. I'm motivated to get tips, sometimes from lessons, but often just from YouTube videos and go out and play with them on my own. I've made big improvements in my serve over the past several years this way.
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