I too am self taught thus far, but I'm looking to take some lessons here in the future when I get a job, etc. I wish I had a more stringent practice routine. It's been getting a lot better over the past few months. I used to just be a noodler, learning bits of songs here and there, but totally unfocused goal wise. Now, I'm working on technique and theory alot more than being able to play some recognizable bits of music.

One of the first things I did was to learn the major scale, then I make exercises out of it. My goal is to see how fast I can play a given major scale, using 16th notes, with everything alternate picked. At the moment I'm up to 120bpm which is pretty good for me. I can do it a bit faster with legato, but it sounds a bit whack. Another thing I do with the major scale is to play it in 3rd and 5th intervals up and down, it's a really good finger exercise.