I've never tried a video, although I've been tempted by Finis Jhung's extensive series.

I've got a book that diagrams just about every ballet movement that has a name, which is pretty useful when the teacher introduces something new that you can't seem to break down by observing in class.  I'd give you the name, but I'm travelling right now and the book is at home.

Check really any large book store's performing arts section for more.