Self-inductance is the property of a coil that opposes the change in the current passing through it. The self-inductance of a coil is given by:
\[
L = \frac{\mu_0 N^2 A}{2 \pi R}.
\]
Now, let's evaluate the given statements:
\( A \): The self-inductance of the coil depends on its geometry (correct). It is influenced by the number of turns, the area of the coil, and its length.
\( B \): Self-inductance does not depend on the permeability of the medium (incorrect). Self-inductance is dependent on the permeability of the medium through which the coil is wound.
\( C \): Self-induced e.m.f. opposes any change in the current in a circuit (correct). This is a fundamental property of inductance according to Lenz's law.
\( D \): Self-inductance is the electromagnetic analogue of mass in mechanics (correct). It resists changes in current, much like mass resists changes in motion.
\( E \): Work needs to be done against self-induced e.m.f. in establishing the current (correct). Work must be done to establish a steady current in the presence of an inductive coil.
Thus, the correct answer is option (2), which includes statements A, C, D, and E.