I would have to agree with the Michael Angelo Batio suggestions, for speed increase his dvd is excellent. I desagree about not practicing chromatic runs though, they are how Yngwie got his speed. The best approach is a combination of chromatics (to co-ordinate the picking hand and the fretting hand) and advanced excercises to get the brain working and speed up finger agility. Michael Angelo's dvd covers a great range of exercises, worth checking out.