I've used a ton of different plugins and services to create and sell online courses, and here's the best combination I've found:

WordPress + Gumroad + ProductPress

1. WordPress: You'll use WordPress to host your course content. I typically put each lesson in a new Page.
2. Gumroad: Use Gumroad to sell your course, handle payments, and to communicate with your customers.
3. ProductPress: the ProductPress plugin will allow you to connect your WordPress site and Gumroad account together.

As soon as someone buys your course on Gumroad, they'll automatically be emailed login information for your WordPress site.

It's only $39 (one-time fee). More information here: http://productpress.me