Hi Qingrou,
If you're just looking to issue a badge based on a single course completion, then there isn't much difference between issuing a site badge versus a course badge. The one difference would be where you view the reporting, at the site level for all site badges or at the course-level for the badge issued at the course-level. If the badge is based on completing multiple courses, then you'll need to use the site level badge.
Thanks!
Wes