The foundation of everything is solid performance at a slow tempo - you HAVE to get it spot on slow before you can think about being able to play it at 200bpm.
Play the exercise at a tempo slow enough that you play it 100% perfect without any tension anywhere etc, and build it up from there. Some exercises I might start to practice at 100bpm and work up to 130 (sixteenth note triplets for example), some I might start at 150 and work towards 200 (quarters maybe)... Some of the sweep patterns I practice I might have the metronome way down - I still use it on 40bpm sometimes...
On the metronome itself - I use a Korg MA-30 - works fine, and has headphone out. There are loads available - this was the just the one the store had in stock when I went to buy a new one... :D
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