Go for the Megadeth!
Learn a few songs entirely, including the marty solos, then ease yourself into Marty Friedmans solo works.
Dragon's Kiss and Music For Speeding are must-haves.
Right now I'm knee-deep in Jason Becker. Still. The day that I can play Altitudes in its entirety is not too far off.
If you're enjoying Symphony X right now, see how you go on Smoke And Mirrors. Really trick sweep intro (how's your sweep technique?), and some really awesome lead-like riffs.
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