Courses on my site or on another domain

I’ve got the following problem. on my site i’ve got some courses now. These courses are on the same domainname as my weblog. My weblog is the first step in the funnel.
I am thinking about transferring the courses to another, not related, domainname. first to keep things seperated, but also to build backlinks and to give these courses their own layout, and so on.

but i have some cons. My original website is getting lots of visitors every day, its a brand on its own. Maybe i am choosing the wrong way to set the courses apart form the rest of the free information. So i’m not sure what i should do.

What is the best thing to do? For example, here on sitepoint everything is in included in one overall domain. But other internetmarketingpeople are advicing to seperate all. What’s your opinion on this?