Development board or Individual Microcontrollers?
You are in it for the experience, so there are no realy bad choices. Just do a lot of tinkering!
That said, do start with a ready-made PCB. I'd suggest an Arduino of some sort (my favourite is the Due, but you can do a lot with a Uno), others might steer you towards the evaluation boards for the various micro-controllers.
I'd suggest starting with the Arduino IDE. It is horrible, and coding standards for Arduino code seem to require very bad code, but the stuff WORKS. Once you have blinked a few LEDs, read a sensor, and drove some servo's, try to do the same without the Arduino IDE and libraries.
After that come back for more advice, or maybe join us in giving advice!

Responding to the comment:
When you have found your way around in the Arduino IDE / wiring (writing your own code, just re-building what others have done doesn't count), you could either (but only one step at the time):

design your own PCB for a simple project (not too difficult with an AVR8), or
ditch the IDE/wiring and program directly to the AVR8 hardware interface registers, using only the vendor-provided header file, or
explore the use of C++ objects to bring more abstraction and re-useability to your projects (you could check my lib at github.com/wovo/hwlib).