Here are some cool lessons from a guy named Marc Seal. He is an accomplished player, and has cd lessons available to buy as well. He also hosts a great forum site.
http://www.marcseal.com/forum

The limk below will take you to several lessons that were put together in a live webcast type of format.

http://cdsayo.hihome.com/lesson/marc_seal.htm

If you are into Van Halen, there is an awesome lesson site,which includes generic lessons, as well as in depth lessons on EVH songs. Most of this material is intermediate to advanced.

http://jfrocks.com