It depends what kind of training appeals to you the most.
I would visit all the major trainers websites and read their training philosophies and programs. Most of the major trainers philosophies are now basically the same when you get right down to it, but the methods of getting there are different.
Find out all you can about a certain trainer's style and prgram and pick the one that best suits your personailty and lifestyle. That would be a better choice at picking a video rather than buying a video on recommendation and finding out the method isn't for you.
Some of my favorite trainers are:
John Lyons (He has a nice series of easy to understand videos)
Clinton Anderson (I'm not sure what I like better, listening to him talk or his training methods!)
Pat Parelli (I understand little about his methods but have heard from many who have had good success. But, I personally cannot justify spending $300 on a set of DVDs)
GaWanNi Pony Boy (He has a great DVD on round penning and sacking out that comes with his book, the video is the best on that subject I have seen because it is simple, to the point and easy to understand)
One of my favorite training books on ground manners would have to be Perfect Manners by Kelly Marks. If I was to buy just one book on training this would be it!