Do you have to go with a tour group or can one take the train out to Versailles directly and buy guided self guided tour?
No, you don’t have to go with a tour group. Here’s a recent thread from the forum that might help. One poster included a link to the Versailles website.
Consider buying the tickets that includes the gardens and other sites within the palace grounds/area; or at least really study what the options are before you purchase. Many people on this forum have mentioned they've not ended up with what the actually wanted to see.
And the palace gets very, very, very crowded and it's nice to be able to go out when you are finished and see the gardens and other things to get fresh air.
Definitely train and do your own thing.
lcullen,
Take the train and go on your own. Remember to reserve your ticket ahead of time. Walk-ups, if even possible, mean long waits in line. You cannot avoid waiting in the security line, however. Use the search bar above for Versailles, then "travel forum" then newer than one year for lots of tips.