SQL query for custom taxonomy slugs

global $wpdb;

$slugs = $wpdb->get_col(
    "SELECT
        slug
    FROM
        $wpdb->terms
    LEFT JOIN
        $wpdb->term_taxonomy ON
            $wpdb->terms.term_id = $wpdb->term_taxonomy.term_id
    WHERE
        $wpdb->term_taxonomy.taxonomy = 'course'"
);

That will return an array of strings representing the taxonomy term slugs for terms in the course taxonomy.