yea its best to get advanced before going to Sipadan but i don't think there's any restriction for OW divers. just that the divemaster will keep an extra eye on them and they can't go too deep unlike the advanced divers. wall dives can be quite scary as you can't see the bottom.

Kyu, i don't know about doing online courses but i think we haven't have that in malaysia yet. correct me if i'm wrong.
i think its still best to get a proper dive instructor to guide you thru your first OW cause at least if you don't understand anything, you can clarify it straight away.
there are many dive centers around in kl that will gladly help you to get the OW license. where's your location?

zaff1984, it's not that easy to dive at Sipadan. they only allow a limited number of ppl per day to dive there. some divers don't even get to dive at the island if its the peak season. so be sure to plan your trip before hand and tell your dive center/hotel that you plan to dive at sipadan after your course.

theory isn't hard at all. PADI's OW and Advance are very easy.
you just have to sit thru all the videos and the slides and do all those questions in the book. then at the end there will be a small MCQ test. it depends on your instructor whether he's strict or not. but most of them will let you pass as long as you get most of it correct. no worries.