[FRSpdDmn]

Autocross is a fantastic place to learn basic car control in a controlled environment. It also teaches you to read the road and adjust very quickly. It is the best place to start, ASSUMING that you have some experienced guys ride with you and give you tips!
From there, instructed HPDE is the way to go to advance the skills that you built a foundation with in autox. If you're not having fun on track, then you're probably not pushing yourself very hard. If you've become a student in the most experienced run group, then you should start looking at competition / club racing schools, and/or private coaching. Your eyes will be opened by this!
Once you make the move to go w2w, find a class that has lots of competition ("spec" classes are great for this) with little focus on out-spending your opponents. Spend that "mod" money on private coaching.
Then you have Endurance racing, which is a whole 'nother breed that must be experienced to be appreciated.