Medical transcription is the first job that springs to mind. Training and certification in the field is required, as well as specialized equipment for your home office. The cost of the training courses vary, but at the end of them you are qualified for a job that can bring in full time wages, sometimes with benefits included, from the comfort of your own home.
Whether or not you feel that it is worth the cost of training depends on many factors. Firstly, can you afford the cost of the training? Some courses are cheaper than others, but they tend to include fewer materials for the course and may be from unknown institutions, and thus may not be the best of the courses to complete.
Next, do you have the time to dedicate to the training? For medical transcription you may spend a full year training, during which time you will have to take classes, study, and be tested-potentially needing child care through all of this so that you can concentrate, and increasing your costs a great deal.
The other important factor to consider is how long do you intend to work in this at home position? If you think that working from home will only be a stop gap, you may not wish to put out a lot of money on training. Consider how long it would take you to break even on an average starting wage, before you are even beginning to make a profit. Knowing how long you would have to work to pay for the training that you took may tell you that the training is not for you.
Similar issues arise if you wish to work in web design, computer repair, or Search Engine Optimization, or a large number of other potential at home jobs. Courses exist that will help you to master the skills, but if you do not intend to make a long term career out of it they may not be worth the out lay.
If you do choose to enroll in a course of training, then you should make sure that you get the best value for your money. Train only with accredited institutions, for nationally recognized qualifications. Begin your training only when you are confident that you have the time to dedicate to your studies to increase the chances of you passing, and try and find only the most relevant courses for the work that you want to do.