I think there is a place for AutoX and that is to learn how weight transfer affects the balance of your car. Teaches you patience and precision up to a certain point. That is all it does though. Auto-X can be fun, but it is very rough and very different than a real road course. You can always tell who the auto-x'ers are on the track because they make sudden jerky steering inputs and brake inputs. As anyone who has been on a track will tell you, those are both nono's.
If you want to get some experience there is a good path in my opinion. The first thing you do is take a High Performance Driving Class or as its called in some places, a high performance accident avoidance course. They will teach you the basics about breaking and accelerating as well as allow you to safely test the limits of your car. This will also give you a feel for understeer and oversteer and will help you start to get accustomed to responding to it.
After you do that, go to
MotorsportReg.com : Online registration management tools for driving and social events and find out which events are going on near you. Sign up for a one day HPDE (High performance driving education) and go to that. They will have an instructor ride along with you in the car and they will teach you everything you need to know.