When I wanted to learn double veil I sought out every DVD I could find on the subject (somehow I missed Aneena's, though -- thanks, Meissoun), but in the end just about everything I actually learned came from Alyne's DVDs (I later managed to take a workshop from her; it was nice to not have to feel like a raw beginner). Production quality is not the greatest, but she covers a lot of material and demonstrates it well. Incidentally, it looks like the choreo DVD has not actually been produced yet.
Here's her website:
Welcome to Alyne's Belly Dance Web Site