I've gone and bought pretty much all of 'em, being new to video editing and Sony Vegas Pro 8 so here's my thoughts:

User Guide/Help - dull to sit and read. Not really suitable for training.

VASST - Expensive for whole set of DVDs but excellent. A bit annoying that the first few volumes are based on Vegas 6 and some dialogues that they go into have changed and have different options, but if you order all 9 volumes (10 if you also take their more generic "Video for the web" which has additional useful info) you've pretty much got the most comprehensive course there is. Whenever I get stuck with Vegas I tend to go to the VASST DVD set and load up the appropriate chapter first. Beware of import costs (duty + VAT + handling charges). I was lucky I was in Las Vegas for a week and had them delivered to my hotel so I could bring them back myself and avoid all those surcharges. The Video Guys sell them cheaper than VASST do if you order the entire set but when I contacted them they didn't have all the volumes in stock so I had to pay the higher price to get them from VASST in time.

Sony Seminar Series DVD. Complete waste of time. More an overview of the new Pro 8 features that assumes your main interest is the new multi-camera support and that you're already familiar tiwh Sony Vegas. The resolution is terrible so that it's almost impossible to make out what they're trying to show you on screen.

Sony Training Guide "Digital Video and Audio Production" (A4 spiral bound book with DVD). Nice gentle intro to Vegas. I found it a bit slow and basic, but good if you want more hand-holding than the interactive tutorials give you and very good at getting you to use shortcuts very quickly. It includes video files for you to follow along with so it's very hands-on, whereas the trouble with the VASST stuff is all you can really do is watch the trainer doing stuff.