I agree in principle with cyrusabdollahi, except there are two vital points I think were missed:
1. Knowing how to interact and learn well in a study group is pretty essential the farther along you go. I see groups of PhD students all the time in the cafe in the engineering part of campus with huge mounds of books and papers studying together - at that level, there's no TA, let alone tutoring. The reading material is limited - the book chapters, journal papers, etc that are assigned are perhaps the only ones on the topic in the world (if they are on recent research) and can sometimes be frustratingly incomplete or written poorly, as academic papers can be. Studying in groups is almost essential to making it through all the material.
2. Most professors leave working example problems to the TA, which is understandable, given limited lecture time. However, sometimes professors can teach you loads of useful problem solving techniques and tips that the TA is too inexperienced to know or point out. As for example problems in the book, there are often different (potentially easier) methods which the text doesn't use, that professors point out (they love to upstage the book :) ). Or, consider, at least a third of my engineering classes go significantly beyond the scope of the textbook - good luck finding worked example problems, cause there aren't going to be many in lecture or text. Office hours is an invaluable learning experience, in those cases, not just when you're stuck or need quick pointers.