I have taken a lot of classes on Craftsy and enjoyed them very much. I just recently learned about Iquilt.com, which is very similar to Craftsy, but has some pluses and minuses.
On the plus side, Iquilt.com can be made full screen, and the camera work is spectacular! Lots of up close shots and very well produced. Craftsy doesn't have a full screen option and many times I have found the camera work to be lacking.
On the minus side, Iquilt.com does not have a platform where you can ask questions directly to the instructor. Instead, you submit a question, and if it asked often enough, the instructor will answer it. Also, the refund period for Iquilt is much shorter, only 7 days, whereas Craftsy is 30 days. The prices are very similar.
I have not tried Craft Online University, but I did notice that their prices were much higher than both Craftsy and Iquilt. Maybe it is worth the price for some teachers, but I would hesitate to pay that much.