Honestly, I found the printed material (Conrad, etc) more valuable than the Video stuff.
Having said that...
The absolute most useful video for me when studying was Kelly Handerhan's "Why you will pass the CISSP".
I also can't recommend highly enough FRSecure's free CISSP Mentor Program. It runs for a couple of months starting in the Spring of every year. They also archive previous years' sessions online.
Gordon's ITProTV has valuable information but quite honestly he gets easily distracted and goes off on tangents. His original CISSP course could have been done in half the time. I think enough of us gave the same constructive criticism that they re-did the course as a "short" version. I did both and would recommend using either of them as strictly supplementary material for your primary study.
But, to each their own. Some prefer the Edutainment format (eg ITProTV) to the hardcore teaching format (FRSecure Mentor Program) and vice-versa.