One of the is to create a static portlet and put it into the default template for user portals. That is what Sloan does.
For other sites we have mounted one of our many CMS options at the top level and from somewhere in the text or navigation we have a link to dotLRN that takes people into the class portion of the site.
http://www.3ecompass.net/public/ is an example of that. You can see various things without being logged in, but if you click on "Courses" you will be required to log in. If you had an account you would then be taken into dotlrn and shown a list of your courses.
Compass currently uses BCMS but we are moving to XOWiki for this site and most of our other sites.