What I did:
Spent 5 years in autocross - learned a lot about car control, quick reactions, running the car at the edge (but at lower speeds). Benefits of autocross is cheap entry fees, can use your own car, if you spin you don't wreck your car, and they are easily available. I won many regional championships, and attended the national championships a few times. Had a blast. Great starting point, unless you can afford to buy a race car.
After autocross, I went straight to a SCCA driving school, bought a car, and have been racing for 10+ years. Autocross skills definately crossed over to road racing, but the speeds are higher, and there isn't a constant 'being on the edge' feeling (more straights to check gauges and figure out when to brake). What autocross didn't deal with was running in traffic. My advice, is then seat time, seat time, and more seat time. I have done Sims / video games, but they didn't do much except learn some lines. But, you don't get the car feedback and seats of the pants feeling. I think your path depends on what your ultimate goal is. If you want to race wheel to wheel, and can afford a race car, I would go straight to a SCCA school and start getting seat time. If money is an issue, I would start with autocross. If you don't want to race wheel to wheel, and you have money, go straight to HPDEs - no money, start with autox. I wouldn't worry too much about your driver's instructor, as track time, and following the fast guys is where you will learn the most.
Whatever you do, think about the financial impact, and have fun and be safe.
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