Not sure why I’m writing this, as it’s all been covered before… I guess it’s a kind of introduction.
I’m someone who is a beginner at the whistle, and self-taught (for now). I’ve done some practicing with other instruments (took bagpipe lessons for a while, and played trombone in high school, as well as the ubiquitous guitar puttering that everyone does). I know that self-taught people tend to go to fast and gloss over a lot of their lessons. That has been the bane of many of my attempts to learn when I was younger 
Currently, most of what I listen to is traditional music (and has been for years). I’m learning to play with ABC notation and by listening. I pick up the whistle a few times a day and crank out one or two reps of whichever tunes I’m working on, concentrating on rhythm and smoothness and trying not to self correct or stop (i.e, the performance aspect).
For my more formal practice time, I play with an ABC program and/or metronome, so I can more easily monitor my tempo and tell where I hesitate and am unsure (i.e, learning the fingering). This lets me do drills on a couple of measures as well and ensure that my tempo is even. Of course, this is with the understanding that an steady tempo does NOT mean an even rhythm!
Eventually, something seems to ‘click’ and it becomes easy to play at that tempo (easy, not just possible.. to the point where I sometimes wonder why I was struggling to play at that speed before). At that point, I’ll start my formal practice at a faster tempo. I can perform the piece much faster, and with much better swing, but the point of the formal practice is to get the fingering to the point where it is second nature and I can concentrate on the musicality during my daily twiddling… The program is there primarily because there aren’t recordings of most songs played at incremental speeds for the convenience of my practicing
I got in the habit of using a metronome when practicing bagpipes… I find that it helps keep me honest if I use it as my strong, steady downbeat.
I’m currently practicing “Down by the Salley Gardens” and “Star of the County Down” to practice my solo play, phrasing, control and ornamentation skills, and “Salley Gardens Reel” and “Cooley’s Reel” to practice my sessions play, familiarity with the instrument, clean fingering at speed and getting a good feel. I’m practicing the reels at about 1/2 speed right now, and can ALMOST play them with the recordings I have. My speed is going up at about 10 or 20 bpm/week on its own. I know that a lot of experienced people can learn a set of reels in that time period, but I’m not experienced.
I’m having a great time learning at this rate, and enjoy the “grind” that comes with this kind of practice. I like that the metronome gives me feedback on my mechanical progress, and I am using this combined approach to hopefully stay away from the pitfalls of either. Learning strictly by ear can take forever, and be very discouraging, but playing strictly by dots and metronome can lead to BORING tunes.
I actually practice with my eyes closed most of the time, so I can concentrate on what I am playing, but have the dots available should I question what I’m hearing… and I’ve gone and changed the dots when I find something I like better… the settings for some of the tunes on thesession.org are rather dry and I wanted to remember some of the variations that I heard and liked.
I’m not quite confident enough to create some recordings, but I’m getting really close. I want to make some with the knowledge that I’m not performance ready so I have a record of where I’ve been, I can get some feedback before bad habits get TOO ingrained, and be able to listen to what I’m doing without having to concentrate on playing.