I was in nearly the exact same situation as you about eight years ago. Then one winter, I decided to try out a yarn shop in a town I'd moved to. I loved to crochet, but had no confidence in my knitting (I was self-taught, and frustrated). When I got to the yarn store I found out they had a Knitter's Sunday every week, where people could drop in - lessons were given the first hour, and the rest was knitting and socialization. It was a great community of knitters, fun and inspiring.
I found through my experiences with that group, that between having people show me to knit and trying to learn from books and videos over the years, I had taught myself the equivalent of 'pidgin knitting' - in that it wasn't *quite* one method or another, but a bastardization of various types. Keep in mind I didn't know there was a difference between Continental, English, and Eastern when I started; I thought it was just regional names for the same craft. I was, in a word, ign'rnt.
Well, one of the ladies at the Knitter's Sunday took pity on me and straightened me out. She exclaimed to me when I demonstrated how I knit that she was amazed I managed to create a fabric at all. That day she taught me continental knitting, and I've been knitting that way ever since.
If you do take a class or buy a video, make sure you know what style of knitting they use, and make sure that you're learning a consistent style. I didn't at first, and it messed me up for YEARS. It doesn't matter which you pick - some will say continental is faster, some will say English is easier - but what it really boils down to is what workflow your hands are comfortable with. Try it consistently one way, and if you feel like you have seven thumbs after a few swatches, try another way. I have to say though, having a teacher helps. If the knitting circles aren't helping you along, try an adult ed course - or ask your local yarn store if they can guide you through. Sometimes stores charge for lessons, but most folks will be happy to help for free - it creates a loyal customer for them!
Don't be afraid to ask questions - the dexterity will improve with time. It took me a few years before any continental knitting I did looked even in gauge from one end to the other. It just takes practice, and time. As you are knitting in bursts, have some patience with yourself. Most of all don't give up, if you really want to learn. If I could learn, anyone can learn.
We're all pulling for ya, babe.