The first video I have ever rented was Paul Gilbert's terryfing guitar trip. First time I saw a major scale, first time my socks were knocked off by guitarist.. It covered a lot of Alternate Picking/3 notes per string stuff, with ways of ascending the scale (groups of 3, of 4 etc), string skip, of course, lots of humor too...
I only own Petrucci's book on rock discipline, and there's less usable 'licks' in it (than in gilbert's)... Maybe the video has more licks explained, the book doesn't...
Lane covers ways of fingering a pentatonic scale to get reaaaaaaaaaal fast, groupings of 5, of 9, mixed 4 and 5, rythmic accentuation, and you have lots of him just playing...
I have owned Allan HOLDSWORTH tape too, and that was great, but nothing is really playable. But it's great to understand how he thinks...
Al di meola's tape is good for alternate picking, he shows rythmic variations, palm muting etc...
You could check out
http://www.chopsfromhell.com there's a bunch of videos on this site...