I can only speak about Tai-Chi, Illustrisimo Arnis, Aikido and Kenjutsu.
You cannot 'learn' these arts via DVD, self-training or self-instruction. You cannot 'progress' in these arts via self-training or self-instruction unless you have already attained some level of understanding imparted from a good teacher and have extremely hard dedication and discipline. The role of a DVD or martial arts training guide is in general to spark, sustain or provide insight into an existing interest or ability. It may also give you a relatively harmless exercise regime at the cost of a few bad habits.
You must find a good teacher. By analogy, HH Sakya Trizin was once asked how you find a good meditation teacher. He replied 'one can always find a guru from whom to receive teachings' and when asked what a person should do if he doesn't, replied 'he should search more!'. You may have more than one good teacher at different times in your progression and it may take you time to realise whether a teacher is good or not (in all senses of 'good') but this should not stop your search.
Few teachers are in the position to or in the inclination to take 'live-in' students, and (from all accounts) it is a life of hardship and frustration albeit with some rewards. By analogy (Zen novice):
'He cannot do what suits him, and so learns the all-important lesson of giving in easily, of placing his I in a secondary position. He has to fit in smoothly. Indeed, if he cannot do so he will leave, and is encouraged to do so'' (Myokyo-ni, 'The Zen Way').
Eg 1: Yang Lu-ch'an attained proficiency as a house servant to Chen's household - it was impossible for an outsider to be allowed to learn the family style. So Yang watched in secret, absorbing the nightly practice sessions of the Chen family. Many stories about him on the web, at least some probably true.
Eg 2: John 'Dynamo Jack' Chang is no longer taking students - too many issues and problems associated with it. See the book "Magus of Java" or checkout
http://www.youtube.com/watch?v=vQZg_Dqk … re=related
Eg 3: Isoyama Hiroshi Sensei may be taking students at Ibaraki Shibu Dojo, checkout their site at: http://www13.big.or.jp/~aikikai/index.html
Word of warning, his Aikido is fierce, bone and wrist crunching stuff, you'll want to tone up first: http://www.youtube.com/watch?gl=JP& … AhBPa6-CJ4
There are any number of Koryus around Japan but many (such as Kashima Shin-ryu) require you to sign a keppan or blood seal that you won't impart the techniques or practice elsewhere. This is simply to become their student - not just to 'live in'.
Most importantly, heed the advice on the following site especially (I cannot stress this enough) about 'Martial Arts cults' and 'Knife fighting'. This guy has been there, come back, and seen a lot:
http://www.nononsenseselfdefense.com/knifelies.html
http://www.nononsenseselfdefense.com/cults.htm
One, you do not want to end up being exploited by some hack who learned a bit of eg wushu in Eastern country and gets their ego massaged by a doting crowd. Two, I learned from a student of the master (truly awesome) on the link below and knife-fighting is ugly, dangerous and illegal:
http://www.youtube.com/watch?v=LVnx0NHnekQ
This advice is not to dissuade you in any way - you must follow your heart (I'm still trying to find mine).
*PS broke my AJATT rule in posting this, please understand if I don't reply to other posts.