Two, actually damn...almost three years ago I was accepted into the MBA program at one of the top canadian schools. The job market was a bit slow, I wasn't trying hard enough to find work in my field but also tired of working on the rigs and had kind of applied out of the blue...
Long story short...coincidentally my current employer contacted me within 48hrs of my acceptance to the MBA program and interviewed me the same afternoon. I left with an offer for nearly as much money as I was making on the rigs, and a considerable upgrade from the mud to a desk
At this particular job the MBA wouldn't make a difference, but now that I'm starting to feel restless again I know having that in my back pocket would be quite valuable along with my now half-dozen years of industry experience...the timing wasn't right to get it before and I'm glad I took this job
TLDR; I think it can be worth your own money, but certainly better if someone (your employer) funds you and provided you have some (I'd say 5+) years of solid experience it's going to be a door opener, as mentioned.
Fresh out of your undergrad degree though - no. Not worth your money, or your time (imo) even if someone else wanted to pay...