Hey bReakOuT!, I'm a self-taught guitarist too. At this point in time, your fingers are still 'fresh' towards the guitar, right? So I personally feel that it's of utmost importance to get used to playing first. Here's my take on it:
At the start, especially if you're self-taught, it is important that you learn the proper way to play, i.e. the way you hold your guitar, your posture, the way you play certain things like power chords. (Disclaimer: I'm not implying your fingering for everything must always be fixed, you'll get what I mean as you go along)
Once upon a time I was playing power chords with my index, middle, and ring finger, true story, simply because no one was there to guide me. Sometimes the videos weren't so helpful because at that time, it did not occur to me how important things like that are. Best thing to do: ask a friend who knows.
In all things you do, it is important that you have a strong foundation. In this case, while you learn the proper way to play, you can also learn more about music theory as well as build on your rhythmic proficiency. (If you haven't already done so) When you learn music theory, you'll be able to understand things like how chords are structured or how different modes of a scale can give you a different feel, et cetera. This will really help you in the future.
There is no best way. Its more of like finding what's your own personal way of learning. Learn how to read tabs and techniques, at least you can play some of your favourite songs. Otherwise you can learn songs through youtube as well, people do post tutorials there.
Like LiQuiFireX said, as you go along you'll find your own personal way of playing and your own tone. Give Slash or Neil Zaza cheapo equipment they will still sound like Slash or Neil Zaza.
With all that being said, let's not forget to have fun while you're at it! Learning your favourite songs (assuming they're easy enough) is a great way to get yourself used to playing the guitar. You can visit the sites that LiQuiFireX gave for tabs and etc.
Cheers.
P.S. oh man I'm so stoned i hope i didn't leave anything important out.