We went a couple times. The first time was in 2007 with a Winnebago caravan. The second time was in 2013 on our own. We plan to go back again next year on our own.
Like you we were a bit hesitant taking our first extended trip on our own, especially in a place so far from home. We decided to go with the Winnebago group because they had done it many times in the past and were familiar with both the things to do and see and where to make accommodations. We put on a little over 12,000 miles and were on the road about 90 days.
We weren't disappointed. We met dozens of fellow RV'ers with the same goal in mind. The trip was well laid out with dozens of sights to see, guided tours, and evening entertainment. There were many group meals included, as well as free days to explore on your own or run errands.
It was particularly nice to have all the campgrounds reserved, and a site available when we showed up. It was a wonderful experience, and we still get together with some of the people who participated in that caravan.
Since then we've gone on 3 other caravans to the Atlantic Canada Provinces, down the Great River Road, and to the canyons in the southwestern US. Many of the participants from our first caravan have joined us on the later ones.
These caravans are typically about 1/3 less than those from other organizations. The main reason being that the hosts and tail enders are volunteers not paid staff. All are experienced with many years of guiding caravans throughout North America.
If you own a product built by Winnebago Industries you can join the Winnebago Outdoor Adventurers organization (formerly WIT Winnebago Itasca Travelers):
http://witclub.com/Here's a link to some of the caravans and rallies scheduled for this year:
http://wgoadventures.com/While the Alaska caravans are already underway for this year I'm sure there are openings for next year.