The lack of appreciation of pure knowledge in this thread is truly saddening. If all you care about is getting a job, this question boils down to simple finance. If you want to truly learn, understand and engage in a topic, what can possibly be better than emmersing oneself in an environment of learning, inquisitive students and knowledgable professors full-time?
Furthermore, with new online courses you can learn more advanced topics in a far easier manner than every before.