Jamplay.com is where I started five years back. At the time, there were 30 different teachers, numerous styles of music to choose from, and superbly laid out progression of lessons. Combined with weekly live lessons, forums to ask questions on, and written lessons as well, I could not recommend them highly enough. I know that they've grown a lot over the past few years. Annual subscriptions are currently $159.99, I believe. You should check them out!