How can I play my own courses without uploading them?

Solution 1:

You can play your own courses by going to the coursebot menu and choosing play. More details on menu options here

Solution 2:

On the Super Mario Maker menu click "Make." Then click a yellow icon on the top right corner with some white bars. Then click an icon with a robot called "Coarsebot." There, you can see the levels you've made and you can play them, edit them, and upload them. You can play them without having to upload them.