There are various degrees of "online lessons" so what are your specific needs?

- Automated lessons: Where you are essentially interactively "learning" with a software application. For example,  chess.com's very own chess mentor.

- Coaching via email/messaging without a chess board to interactively go over moves: Little more personalized and useful...though having a board helps. You do need to be comfortable with notation.

- Coaching with email/messaging "with" an interactive board on a chess server (where you can both move/highlight pieces, draw arrows etc.) : Much more prominent ... a defacto standard coaching method on many servers, most prominently the ICC. (Yes, you could have the coach in Russia you always dreamed of having work with you live  ...)

- Coaching with interactive board (through a chess server) AND a phone : Probably the best, IMHO. Nothing beats having a coach yell at you in your ear :)

So, what flavor of online lessons did you have in mind? The order I listed the ones above may be in increasing order of money you'd be spending.

Let us know so that the people can point you in the right direction.

Well it depends whether you want a 2100 rated expert or a 2600 rated GM.

cheapest GM-level lessons you can get:

www.chess.com/chessmentor :) 

pay pennies an hour, not $100/hr !

there is no shame in making a good recommendation ;)

even more shameless plug: Great IM-level teaching with real instructor interaction!!

http://www.chess.com/groups/view/chesscom-university

It's not quite a strict 1-on-1 environment, but it is a great deal and has the personalized coaching aspect and video interaction.

The rates can be as low as 30$ an hour to as high as 150$ (as far as I've seen).

What is your playing strength like? Have you played rated tournaments, and if so, how have you fared?  

If you're just getting started, you shouldn't be paying through your nose or immediately be requiring a IM/GM to help you improve.

 My club knows a lot of good Expert/NM players in the DFW area who are good coaches and won't charge you more than 30-40/hr for face-to-face or phone + ICC coaching. Message me for details.