Of course nobody can be completely self taught. By self taught I think that people mean "lacking formal instruction". To be self taught means to gain info on your own by looking at books, on the net, videos.
And another thing - personaly I don't like any of the guitar players that have been in a school of music. Many people would call me an asshole, but these guys sound as conservatory guys. The players that I respect the most are Hendrix, Navarro, Slash, Izzy, people whom I can't imagine attending a harmony class(for example) in some music college for big a$$es with lots of money.
Furthermore nowdays you can be doing pretty good music without being into the real bizz. I mean that there are lots of great indipendent bands who are doing something else in the "real life" for cash and they still have successful bands. They sell their CD-s on their gigs and through their websites and they are doing just fine. That is what I suppose I will do in my life. Being famous reqires too many sacrifices, like selling yourself and becoming a product. Which is far from what I want to become.