Probably something from Marty Friedman's "Scenes" album - it has a lot of slow but amazing leads.
I never learned a whole song as far as I can remember though - usually I would just focus on the lead.
In my (relatively) early attempts I also tried having a go at Tony Macalpine's "Maximum Security" album (crazy good instrumental) and Eric Johnson's "Ah Via Musicom". I failed quite miserably though - but I still think it was beneficial to my understanding of the instrument.
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