Without a doubt, the Metal Method series. (www.metalmethod.com) The complete basic course opened my eyes and advanced my playing like I couldn't believe. It's called metal method, but it will open you up to many styles.

I read that some people said that you can't learn anything from videos, that's crap. Instead of 30 minutes with a teacher, you can learn from the DVDs and rewind and review over and over and over again until you have it right. Worth every penny to me.