Need sone advie about video hosting a course.

I have a customer who wants to offer video courses. He specifically does not want his videos on youtube.

Obviously I need a video server, and having never done this, can someone give me a few pointers? How to go about it, what to watch out for?

Anyone with experience doing this and even general advice I sure appreciate it.

Have a look for a CDN.
https://en.wikipedia.org/wiki/Content_delivery_network
http://en.wikipedia.org/wiki/Amazon_S3
http://aws.amazon.com/s3/

I would just us udacity and have them host and promote the videos. I dont know how much they take in commissions, but its a total platform.

Amazon aws would be the best choice IMO