Learning about electronics
My thoughts:


  What would be the value of learning from books (or from classes) if I don't get to a lab? 


The lab is fundamental for electronics. There are several things that you can't learn from books.


  The stuff they do at EE labs (the typical electronics lab I class), is that something I can learn on my own? If so, how?


Yes, you can learn for your own. Nowadays it's easier because you have a lot of books, Google, YouTube, MIT, etc. And you can solve your doubts here or others foruns.


  Any advice?



You can invest the money you would spend on college and build your own lab.
Look for a hackerspace near from you. It's a nice place to learn electronics.
Take a look at the begginer tag for more tips.