Well tbh, I don't know about it. I can share you my own thinking that, if u have had a coaching earlier, or have had access to video lectures or anything, such that you have basics made, then go for dropping without coaching and study hard on home itself.
But if you are a beginner or just school based person till XII, then I would recommend to join any local coaching for guidance and solutions and using good quality books for self study, don't entirely rely on coaching. And yeah, test series when you are comfortable enough to give them. You should do past years'JEE Advanced questions every chapter you study, by using archives or something like that.