OP: Is it more important to develop one's own meditation skills or follow
a prescribed method of a teacher?
Both. You should follow a teacher, who teaches not just meditation, but also the rest of the Noble Eightfold Path. The teachings of the Buddha are called the dhamma.
The teacher of the dhamma should have the following qualifications according to the Udayi Sutta:
"The Dhamma should be taught with the thought, 'I will speak
step-by-step.' "The Dhamma should be taught with the thought, 'I will
speak explaining the sequence [of cause & effect].' "The Dhamma should
be taught with the thought, 'I will speak out of compassion.' "The
Dhamma should be taught with the thought, 'I will speak not for the
purpose of material reward.' "The Dhamma should be taught with the
thought, 'I will speak without hurting myself or others. "It's not
easy to teach the Dhamma to others, Ananda. The Dhamma should be
taught to others only when these five qualities are established within
the person teaching."
While a good living teacher nearby is preferable, it is also OK to use the Buddha's teachings (the dhamma) as a guide through the scriptures and other books and commentaries, or Youtube videos of teachers far away.
After all, in the Maha-parinibbana Sutta, the Buddha said:
Then the Blessed One said to Ven. Ananda, "Now, if it occurs to any of
you — 'The teaching has lost its authority; we are without a Teacher'
— do not view it in that way. Whatever Dhamma & Vinaya I have pointed
out & formulated for you, that will be your Teacher when I am gone.
This means that even the dhamma by itself is good enough to be a teacher.
OP: After all I think the Buddha worked it out for himself.
That's not true. As mentioned by chang zhao, the Buddha did learn from other teachers, as stated in the Ariyapariyesana Sutta, but it wasn't good enough. But luckily for us, the dhamma can be our teacher.
OP: And I have noticed in my own practise that following someone else's
method can be confusing, if I don't understand properly what they
teach.
This is where having a good living teacher nearby is helpful and you must ask them questions.
In the Alagaddupama Sutta, the Buddha says:
"Therefore, monks, when you understand the meaning of any statement of
mine, that is how you should remember it. But when you don't
understand the meaning of any statement of mine, then right there you
should cross-question me or the experienced monks.
So, although the dhamma is our teacher, but a living teacher (who is experienced) would be able to answer questions. The earlier part of the sutta explains why it is good to gain a correct understanding and grasp of the teachings.
OP: Is discovering it for yourself, such as meditation, the best way?
You can use the dhamma or the teachings, as a guide, and then you can discover for yourself. If you explore on your own without leveraging on the teachings, you might not make much progress. But using the teachings as a guide, you can deepen your knowledge, enhance your practice and make more progress. If possible, get a teacher.
According to the Attadiipaa Sutta:
"Monks, be islands unto yourselves, be your own refuge, having no
other; let the Dhamma be an island and a refuge to you, having no
other. Those who are islands unto themselves... should investigate to
the very heart of things: 'What is the source of sorrow,
lamentation, pain, grief and despair? How do they arise?' [What is
their origin?]