Fine either some Malmsteen songs such as Blitzkrieg, Far Beyond The Sun, Black Star, or something else.
Learn the arpeggiated section of Jason Beckers Serrena, I have a tab, one isn';t that hard to find, or something else by Bekcer off of his first album Perpetual Burn. Altitudes is full of shredding and good melodic sweeping and such.
Also the Metallica songs suggest above all have simple sweeping stuff in them learn those by all means.
Marty Friedman is always good on his own, i would suggest anything off his first solo album, Dragons Kiss...try Saturation Point, Anvils, or esepcailly Forbidden City.
Or you could learn some Petrucci stuff he does a lot of sweeping. Don;t know any Dream Theater songs myself but just look for one. I bet the song Hell's Kitchen has some stuff.
Also to answer you other questions, sweeping is used to play arpeggios faster, and arpeggios are just the notes of chords , so in the end it's more of a melodic device, though can be used in other ways to acutally play a solo more legato style with economic picking patterns.
Hope that gives you some more ideas..