The chess videos here on chess.com are excellent. There are, of course, many great videos for beginners and intermediate players but some are a little too advanced for me. For example why should I care about how a grand master prepares for his tournaments? Also you may need instruction on specific positions that are not included here. I do like and watch this site's videos but in addition I also recommend chessvideos.tv. I am especially interested in endgame videos relating to particular types of endgames such as Philidor's position for example. Up until tonight I did not really know how to play this position but after watching chessvideos.tv I now understand the best way to play. Youtube also has a great collection of miscellaneous chess videos and I enjoy surfing them as well.