I believe that for the specialties that deal with safety, ie. Deep Diving, Wreck Diving, Multi-Level, etc. you really should get proper instruction first. After instruction it would be best to conduct dives using the skills with someone more experienced with that particular type of diving, a mentor if you will.
Other skills that aren’t necessarily focused on safety, ie. u/w photo or video, u/w nav, etc. could be learned by diving with someone who has the skill experience, but not necessarily an instructor. The basic information can be learned by reading and diving with an experienced buddy.
As for me, I’m forutnate enough to have a MSDT as my regular buddy, so I’m covered on both accounts.