My wife bought the Cesar DVDs and they were kind of a rip-off. No real new information and we actually saw a few of the episodes on TV that were on the DVDs.
We were first time dog adopters, so we were looking for any help we could get. Fortunately we got really lucky and have never had any issues w/ our baby!
We adopted her from the SPCA and ended up doing their weekend obedience class (which was free) and then their 6 week class (which was pretty cheap - forget how much though). Getting the information direct from them was much better than anything we ever got from the DVDs (or I would imagine that you would get from an online thing). The folks at the SPCA (at least ours) were always willing to help out whenever we had any questions.
FWIW - we still watch Cesar's show, but we are much more "Victoria / Me or the Dog" type people now.
