I also recommend videos. The Velvet Hammer DVD from itsachick.com and A Wink and a Smile on netflix are both amazing. Gary Beeber's Dirty Martini and the New Burlesque is intensely gratifying and gorgeous, and Immodesty Blaize's Burlesque Undressed is uber glam.
You should be able to find these on amazon.com, ebay.com, and google.com!
Other folks, feel free to make recommendations. I always accidentally leave out something I love!
See the trailer for Dirty Martini and…