Autox should be your first stop....
It is VERY inexpensive to start, bring your car, add air to your tires, pay your $40 entry fee and begin to learn basic car control while being able to safely push the car to and beyond it's limits...
From there, then look at some drivers schools (with instruction), HPDE, etc as mentioned....
A paraphrase from way back goes something like....a good autoxer makes a good road racer, but a good road racer doesn't necessarily make a good autoxer....or something along that line...
I think the bottom line here is in Autox, you can more easily learn all aspects of car control, choosing lines, setup basics, etc....that is much more difficult to do on the track.
my $.02
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