While I am by no means the authority on exercise, I have been training for these past 17 some odd years and have picked up a few things along the way. Some of these lessons came from those who are experts, some I developed on my own and some... well... let's just say they came as the result of some rather painful experiences (like the time I was playing around on a leg press, push the sled so hard it left my feet with 90 lbs on it, stopped paying attention and had the sled come crashing down on my knee caps).
A really common question I get is, "I have absolutely no idea how to do X", whether X is a particular exercise or maybe even an entire bodypart. Thanks to the wonders of the Internet, may the light shine upon ye, oh seeker of rock hard glutes and all that happy nonsense that makes life worth living (because, ya know... where would we be as a human race without glutes you could bounce a quarter off of?)
Here are some of my favorites that should help along:
EliteFTS.com
Let's get one thing really clear about these guys - they are about as hard core as you will find when it comes to training. Period. They primarily focus on powerlifting, strongman and such, but their site (and products) are absolute the best. You can find their exercise index here and if you look at the left-hand menu, you will see it broken down into various exercise types. The only downer is they are not in video form, but on the major plus side, their descriptions of how to perform the movements are spot on.
ExRx
This is one of the more common sites I've seen referenced across fitness and training forums to actually show someone what a particular exercise should look like. They use animated GIFs as a form of video and while they are a little small and grainy, they do get the job done.
University of Wisconsin La Crosse Strength and Conditioning Center
This is an excellent index of exercises and all of them have videos. While I find this list uber-kick ass, it might be slightly less useful for someone looking for (as an example) more typical arm exercises. Many of these exercises are geared towards athletes... but in all honesty, the general population would be better served with more people training and using these same movements as opposed to doing inner and outer thigh machines...which I am convinced were made by dudes interested in trying to check out women in short shorts and sell it as exercise.
I will leave you with this video, though. This is possibly some of the best form for a barbell squat you will ever see... and the fact she takes a nice sniff of ammonia before doing the lift? 100% diesel. She could easily kick the ass of half the guys in my gym. I love it, so enjoy.
