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Nasty habits developed in the early stages will hamper your progress and be very difficult to get rid of at a later date.
Yes, I had that problem as well. Many years ago I taught myself classical guitar using old Sor, Guiliani books, and later, the excellent Frederick Noad books.
I got to about Grade 4-5 level, but it was only when I took some lessons that I realised how lousy my technique was. In fact, I never tried going further. It was too difficult to 'unlearn' what I'd spent years developing.
However, having since learned piano, clarinet and tinkered with cello, sax and trumpet, I'd say that clarinet is probably the easiest to teach yourself without too many problems. Also, if you learn clarinet, the sax will seem like a doddle!
I started off with just the Abracadabra book but also did loads of reading around for advice on the net. My first clarinet was a cheap but very good Hanson. I can also recommend the Boosey and Hawkes book.
One thing I realise now, is that when beginners have problems with their clarinet they don't realise that the problem is actually the reed or mouthpiece.
So, whatever you choose, do plenty of reading first, and don't rush the first steps.
Steve