I have been self-employed for seven years now, doing both development and interface design a lot. I have no formal education in any of the fields and been a self-learner. Looking back, if I knew then what I know today, I might have taken a different path and studied at least some Computer Science - it might have saved me some lessons I had to learn very painfully "in the field". On the other hand, studying would have bored me to death :) And I gained a lot of practical experience this way, so it probably evens out.
My personal experience has been that the real bread is in Web development. Always easy to get jobs, and good money. Not that pure designers starve, but it's my impression that it's harder to come by jobs for them. Developers have the great advantage that their work is perceived as more important in daily work, and it's easier to measure cost and benefit.
Learning PHP, SQL and Javascript on your own is great, but I always recommend to get a bit into computer science theory as well, and maybe also do some work with a more structured and strict language than PHP. PHP is great but it's not a good programming teacher IMO.
Strict languages like Java, C++, C# or Delphi will encourage or enforce the use of programming patterns, using proper declarations, dealing with memory usage, enforce the use of OOP and so on. I started programming with Pascal and Delphi, and while I don't use these languages in everyday work anymore, they taught me a lot of structure and
discipline I am still thankful for.
Having mastered a strict language that allows no mistakes (as good ol' PHP does) to some extent is really, really useful on the long run.
I can't say much about what the academic world has to offer but I'm sure there have to be combined courses and programs that teach both high-level design and development. I have seen such offers in Germany, and it can't be that different in France. Be sure to take a good look around!