Padnar, I never went the online course route. I use DVDs and books. I have Syd Field's Screenwriting workshop and Karl Iglesias' DVDs from the Creative Screenwriting series. I use the DVDs to supplement the ton of books that I have on the subject. When tallied up all of my resources far exceed a $250 online course. Like I'd reread a book, I can pop any of the DVDs in and get a quick refresher.
Whichever way you go, research your decision to get the best bang for your buck. But when it comes down to it these resources are just tools. To get better at writing you have to....write. Use these tools to learn the craft, but like any craft you have to "do" to get better. You probably heard that a million times but I'd be remiss not to mention it as there are many people who view these posts.
I hope that helped.
Kosh