HPR is a great track. If you've never had instruction at the track, definitely go to the spring driving school. I think if it's your first time they ask you to go to the car control clinic. The instruction is really pretty good and they are very safe. I will probably be going to the spring school.
AutoX is very different from the track. I enjoy track days more; you get a lot more driving time than in an AutoX, at much higher speeds. That said, AutoX requires a lot faster reflexes and is also good training for the track in some ways.
Current: '11 SpaceGrey 328i XDrive
Gone: '07 SilverGrey M Coupe || '08 SparkG M3 || '01 LSB M3 || '01 TiAg 330ci