Seeing no other comments, I'll throw my :2cents: in. I don't know of any DVD or online based EE-PE review course, although they may exist. What I did, and what seems to be the conventional wisdom, is self-study, or a college based (brick & mortar) course combined with a self study program.
P.P.I. seems to be the provider of choice for self study. Using their books and following a scripted study program can build a pretty good foundation for passing. Success strategies are many and detailed, and you can search through the archives here for posts on what worked for people. For me it was all the PeePeeEye books, 4 months/120 hours of study, and assorted other reference books, practice tests, textbooks, etc... as many as I could find. (They should pay me for endorsing them. Or just forward a check to EB.com in my name.)
And work problems, problems, problems. And hang out at EB.com.
The On-Line review of the University of South Florida was a great help to me. I have posted about this review before and do not want to be a pain in the eye so if you want to know more details shoot me a PM.
It may seem a bit pricey, but you do not need to order the entire set. I used EERM and the accompanying problems. I also used 6-minute solutions. For the PM Power module, which is what I wanted to take, I ordered Dr. Blanks Power DVDs, for the subjects that I thought would logically appear on the PM module. His DVDs explain the material for 3-hours, each subject, and then do sample problems for another 3-hours. Each subject is accompanied by "notes" which you can follow along with as you go through the videos. I brought the notes with me to the exam.
I personally thought he did a great job with the videos. He explained the material well and I think it earned me a few extra points.