I never heard of Penn Foster - but then I've never taken a formal GS course. I am just a personal self taught "Junior GS" working on and knowledgable only on the models I own and enjoy.
Ask me about AR's, AK's, Glocks, HK's, tactical guns etc. - and I couldn't tell you much! Don't own any, don't care for them much. Ask me about Colt SAA's & 1911's, S&W Revolvers & M41, Marlin's, Browning SG's - those I know pretty much anything I would ever need to service & repair them.
It all depends on how you learn ....... Some learn better when an instructor guides you through every aspect while some learn better as they go with hands on. I find that when I encounter a problem, I do the learning at my own pace and never forget. Once you get in to a certain class or type of gun, (let's say a modern striker fired compact pistol) aside from a few minor differences they all tend to be pretty similar. I've adopted certain rules for myself in that I never force anything, I always use the proper tool for the job and if I hit a wall - I will think more and do less until I figure it out.
Before signing up for any course I'd do my research first and make sure they are accredited, on the up & up, and are reputable.