First, You will learn more about the Chihuahua al Pacifico train and the natural and cultural history of the Copper Canyon on a fully guided trip than on an independent journey. In addition, you are more likely to visit areas and people you might not otherwise had even known about—people and places that are the true hidden treasures of the Copper Canyon.
Second, Your guide will also overcome whatever language barrier might exist between yourself and the people with whom you want to interact. English is not widely spoken in the canyon region, and having a bilingual guide is invaluable to fully enjoying your trip.
Third, Your guide on a fully guided trip is there to make sure your vacation proceeds exactly as you want it to--he or she is not there to "herd you around" or make you follow some rigid itinerary, but rather to act as a facilitator to ensure your trip is great!
Regardless of whether you choose a fully guided or independent journey, you will have the comfort of having a customized trip where all the details (reservations, train tickets, etc.) have already been arranged and confirmed. Either trip option is a good one, depending on your personality, vacation goals and budget.