Awesome question! I had a lot of answers - many revelations made over the years relating to music theory and its application to the guitar - but then I boiled it all down to the most significant 'aha' moment - When I realised HOW I learn...
Sure, there's a lot of music theory to cover, and a lot to commit to memory. You also have to drill this stuff into your brain and fingers so that you can recall it instantly when playing. Music theory can seem intimidating when you start out, but it's not difficult stuff. If you can add 1 + 1, you have the mathematical acuity covered. Learning is fun when it feels easy - but it blows when you get forgetful and confused.
so, what I realised (and I am sure this is in a book somewhere) is that there are many ways info is presented to us. We all respond to some ways better than others. For instance, you may best remember what you see. Another person remembers best what they hear. Personally I think I am best when I physically touch or do something. For that reason, if the information I need to retain is written down, I write it down again in my own handwriting. The simple act of doing that helps my brain retain the info.
So figure out how you best retain information. DVD courses are interesting because you can see and hear and read and even play your guitar along while you watch... But zoom in on which one of those things you respond best to and drill in on that method. If you are like me, that means taking notes by hand.
I still have theory notes that I took down during lessons when i was 14. (30 years ago). I just moved house and found those notes again. I have never need to refer to those pages, as I have retained every piece of information on them in my head ever since. I even remember that I wrote them with a black and red Staedtler stick ball pen!