The online courses are as effective as the classroom. The key to effectiveness is quick access to an expert tutor who can explain the subject if there is a need.
The online courses have the convenience of 'replay the video' and other flexibilities. Not to forget, they are less expensive compared to similar classroom setup.
I would like to recommend online PMP training provided by Edureka since I have a positive experience with them. It has many project management courses.
There's a youtube playlist that you can refer to in case you want to learn PMP and get certified.
Hope this helps!