The people over at SQLSkills.com have made their MCM training videos available online for free.  They’re pretty incredible.  Subject areas include database internals and performance, high availability and disaster recovery, performance tuning,  security and development support.  Link here:  [1] http://www.sqlskills.com/T_MCMVideos.asp

There are also a plethora of wonderful videos over at SQLBits.com.  One of my favorites is a talk by Thomas Kejser on [2] designing I/O systems for SQL Server.

[3] SQLWorkshops.com has a collection of wonderful videos on advanced query tuning.   The instructor provides live demos with  runtime statistics to fully demonstrate his tuning techniques.  Free and very worthwhile.