Distance learning are for people who have difficulties / choose not to attend regular classes due to various reasons. One of the main reasons though, is often because you want to study while working. Do you fall into this category?
Distance learning takes lots of dicipline - and also a certain level of maturity in taking charge of your learning. Not many people can do it, but for some it may be the only way of studying. Distance learning has lots of advantages - you can do it anytime, anywhere. You can also pace your studies according your own time. Some people do not like the confines of a classroom - distance learning is perfect for such a person.
However, if you are more of a "I need someone to teach me, and I need to discuss this new lesson with some of my buddies in a group study environment" - distance learning may not be for you.
True, in today's distance learning environment you can do collaborative studies via online discussion forums and bulletin boards - but that lacks the personal touch and the buzz of being around a group of real people "physically".
My suggestion is that if you can afford to attend a regular class, go ahead and do it. If the situation is such that you can only attend a distance learning course, then it's fine too but you might have to change the way you study and quicly adapt to a virtual learning environment - which may not be that difficult if you have the right personality trait. Good luck!