A popular way to study Gemara is to study a page a day, called "Daf Yomi." There are several sites where you can download or stream a shiur (audio only) that corresponds with each page of Talmud. Some sites also include a PDF of each page, so that you can follow along without schlepping out your own book. (The Talmud is broken up into many volumes, and because there is so much text per page, each volume is oversized and quite heavy.) Some websites, such as the Daf Yomi Advancement Forum, include additional study resources for beginners and advanced students, in English and in Hebrew.
If you already have a study partner, but he doesn't live near you, consider studying chevruta-style using Skype or another video-conferencing provider. Plan what you will study together ahead of time, so that you will each have a chance to preview the material. Then gather your study materials (a Talmud dictionary will be an invaluable resource) and go online to video-conference with your partner. Together you can study, discuss, and debate Gemara face-to-face in the traditional manner, despite your physical distance. Studying this way will prepare you to attend a shiur, either in person or online.
If you want to study online, but need the interaction of a real classroom setting instead of just listening to a lecture, try an online class. A service like WebYeshiva.org provides regularly scheduled, live classes using video-conferencing software. The material being studied appears on the left side of the screen, and views of the teacher and other students are on the right, so you can see and be seen as you interact. WebYeshiva has classes for all levels of Gemara students, and the classes are structured formally, with mandatory attendance and class participation, although they are free of charge. Na'aleh Torah Online offers free video classes, along with forums for discussion. The Conservative Yeshiva in Jerusalem offers several formal online classes, for $200 per ten-week course (as of Fall 2009). Yeshiva University, through YUTorah.org, offers a huge, searchable archive of online lectures, although they are not interactive.