My general advice for those wanting to learn on their own when there are no local schools available to train at is this:
- Find two or three friends who also have an interest in learning and training together.
- You each decide on a remote school to train at. This should be a well recognized school and instructor.
- Once you have a remote school in mind, write the instructor of the school and convince him/her to give you a concentrated course for one or two weeks, or for however long you can afford. This means private lessons for the entire day, every day you're there.
- Then each of you goes (by car or by plane) to train there. You can
all go together at first, or you can send one or two of you there to
- Those that trained there will come back to the local group and teach the rest what they learned. Then you practice it locally with each other.
- In another 2-6 months, one or more of you will go off to train there again for another one to two weeks. By having only one or two go at a time, it means you can rotate and not have to pay as much individually. But each of you has to agree to go in rotation and to come back and teach what you've learned.
This plan is probably more costly than if you had a local school to train at. But it all depends on how often you go, and that's dictated by how much you can afford. So it can be affordable.
It also requires you have a place to train at, with mats, and the proper equipment, gis, and rash guards.
You should also try to get in shape. Going off to train for an entire day requires a lot of physical endurance. It's going to be hard doing that day after day for a whole week or two. Make sure you and your friends are ready for it.
As for wanting to train on your own completely (without an instructor at all), or wanting to add your own stuff that you found on youtube or something to your training... I would advise against it, at least at first. The primary reason I say that is because you will likely drill the wrong technique and develop bad habits. You'll find later on that you'll have difficulty erasing those bad habits and re-training yourself.
At least by getting with an instructor every now and then, you can run stuff by him/her before you go off and drill it. After you drill it, it's very hard to correct it later on.
Another route you might consider is Gracie University:
It's basically an entire course of Gracie Jiujitsu online. They have videos, chat sessions, blogs, etc. Supposedly the quality of the video and instruction they offer is good enough that they feel that people can learn entirely on their own without getting the bad habits that I mentioned above. You gain rank by testing over video. They tell you what you have to demonstrate, you record it on video and send it to them, and then they grade it and decide if you've passed. This happens all the way up until blue belt, I believe. For blue or purple belt (I forget which), you need to test in person at an affiliated school. And at any point in your training, you can test in person as well.
Here's a video that explains the philosophy behind the program and answers the critics:
Personally, I have no opinion about Gracie University, but in theory it looks good.
Now, if you just want a list of stuff to train and the order in which to train them, you can look at the Gracie Barra Fundamentals program for starters. Here's a web site that details the curriculum:
There are also DVD sets that you can watch which show all of the moves in the curriculum. They apparently also have an app that lets you stream all the videos (for a price).
Here's a sketch I found showing the Gracie Barra Fundamentals program and how the DVD program links the techniques together:
Oh, and finally, I just wanted to offer yet another alternative: You could look for a judo school instead of a Brazilian Jiujitsu school. Judo is very different in many ways, but the two styles complement each other, and I don't think spending time in judo would be at all wasted time. But it depends on your focus.
There's also wrestling, MMA, Sambo, Shuai-Jiao, and other arts that might be more within reach near you.
Hope that helps!