I am an instructor both for club days and the scca race school, so I have had a lot of experience on this matter.
IF you can afford it, track days are infinitely better than autocross imo. The sense of speed is a ton better, and you learn to control your car at the speeds where it really matters. In addition, Smoothness, an absolutely essential skill both for the street and the track can only be really well honed on the track. Also you have instructors giving you great tips, on many occasions you may think you are going fast when you really are doing something incorrectly and having instructors present can correct this very quickly.
I think it take a big step to actually go to your first track day, but I have never heard anybody regret their choice (aside from those who bite it, and many of them do not mind). In fact most first timers vow they will come back.
Hope that helps
