Don't make the mistake of thinking 'self working' is anything special. You learn them all the same way- you practice until you don't have to think about the mechanics of it, whether the mechanics are the 'recipe' for a self working trick or a series of slights. Same thing. You gotta 'own it' to do it well either way.
No kidding. I mentioned earlier my particular variation on the Si Stebbins method, which I refer to as a self-working trick, but I didn't mention how long it took me to get it down.
I've been doing that one trick consistently for about 4-5 years now, but it took me a *lot* of practice to get it right - I'd say about 5-6 hours before I tried it with some friends and 20 hours before I tried it "for real". And that was just practicing on my own in my living room with an imaginary audience. It took me blowing it a few times in front of my classes to *really* get it figured out. Of course, since they were my students and they depended upon me for their grades, I swore them to secrecy about my flubs
I have gradually gotten better at some basic sleights, such as the classic coin palming stuff, but again I've practiced for a long time (and I still screw up the sleights - not enough practice). Stuff like that makes for some pretty cool impromptu party magic - you know, things that are quick and impress good looking ladies who've had a few drinks
As for Randi's rule on not disclosing secrets in this forum, I can sort of understand it. For example, my refined version of the Si Stebbins trick is something I've put a lot of time and effort into - and it's *my* trick, nobody else knows how to work it (to my knowledge, though I am sure some of you could figure it if you saw it). I wouldn't want just anyone copying it and claiming it as their own...
Cheers - Mattus