As I said, I consider it also not very advantageous to use the lattice regularization to define QFT. There are better ways to regularize perturbative QFT like Pauli Villars or dim. reg. or a stupid old cutoff (in Euclidean QFT maybe the most simple idea). Conceptually regularization is even a bit unintuitive for my taste, and my great "aha feeling" came when I learned the BPHZ formalism, which uses always physical masses, couplings and fields order by order in PT (either loop-wise, i.e., in powers of ##\hbar## or in some coupling constant(s) or any other counting scheme appropriate to the definite model under investigation) and the counter-term approach. Then you simply subtract the divergences, introducing the renormalization scale etc. Then you get the RG equation from the independence of S-matrix elements on the choice of the renormalization scale (and even the renormalization scheme). This more conventional approaches are all well defined ways to work in renormalized perturbation theory with only finite quantities at any step of the calculation. For me it's way more intuitive than an artificial space-time lattice with quite nasty properties (fermion doublers and other kinds of artifacts, the lost Poincare, Lorentz, rotation invariance etc. ect.) and very delicate convergence issues if you want to get to the continuum limit. I'm also not familiar with the calculational techniques to evaluate even a simple one-loop diagram as vacuum polarization and electron self-energy on the lattice. With the other techniques it's not such a big deal. For a nice introduction also to calculational techniques see P. Ramon, QFT - A Modern Primer.
In my opinion, the best way to understand the quite involved ideas behind renormalized perturbation theory is to sit down and do calculations like the one-loop structure of QED to the end. For a beginner, I'd recommend to use the modern approach, using dim. reg. as regulator and then discussing various renormalization schemes like minimal subtraction and/or modified minimal subtraction, the usual on-shell scheme.