I´d recommend watching as many as you can, picking up some of the exercises and listening to their advice. Actual progress comes from consistent practice. The videos give you valuable tips and resources in the form of exercises, but the progress depends solely on you.

A few shredders who have released videos of the top of my head: Jeff Loomis, John Petrucci, Paul Gilbert and Michael Angelo Batio. Youtube is also a good source of info.

Good luck.

check metal method-speed lives from michael angelo batio
or the song no boundaries
there is a lot of shredding to do (sweeps etc.)
and of course check tutorials about economy picking.