I'm not with Udacity (though I did talk to the team last year before they launched). The difference with the Coursera courses I'm seeing is they're more conventionally lecture-heavy with a few questions mixed in, while the Udacity ones try to exploit the new medium for more interaction and to encourage people to think more on their own. I see no reason that style can't work for harder courses; I don't know if they intend to go that way. (I can say the CEO had lots more in mind to do, and what we see in the courses now is just a start.)

I'm taking the PGM class too and in fact right before I switched to this tab I was stuck on the d-separation question because I hadn't had enough practice on the active-path stuff, apparently. So I'd like to see Coursera work more towards the Udacity interactivity, while keeping their greater polish.