And I second the Boatman's/leeneia's/etc's suggestion about a listening repertoire. Very, very, important (for classical as well as fiddle, for that matter), both in terms of hearing the music itself and in terms of learning the style and history.

And I wasn't disparaging classical training. Seriously. In spite of all the jokes about "yes I was trained but not enough to do any permanent damage", I really do appreciate the discipline and technique that comes with that. I look formal piano lessons when I was little and, even though I don't play that sort of stuff any more, I'm very glad that I learned to read the little music I did and learned proper hand position. Left to my own devices, I would certainly have learned it all wrong--I'm notorious for my messy fingering, on all instruments--and slowed myself up.