Yes I am trying them, I was just wondering how costly it would get to make your own videos. I guess it depends what you charge your viewers.
It also depends on what company you go with. I looked at this stuff briefly, and there are a lot of options. Some companies provide software (Adobe for example) which you can instal on your own site; others offer monthly fees which vary ($30 and upwards if I remember right). There are a couple free/trial ones out there, but from memory the pay-per-month ones had more options. Many of them include saving videos for future watching - online - as well as exporting to DVDs. If you want I can try and dig up the sites I looked at.
By the way, there are a lot of other features as well: email notifications for start of sessions; Q&A chat rooms; private chat; rehearsal 'rooms' so people can set up and test while not being public; uploads so you can share files; payment and/or registration systems; etc. There's actually a lot people could do with webinar technology that would be really useful for puppetry.