Well, the main thing is that you focus on learning songs all the way through, solos and all, from front to back! With each song that you learn, you will get a lot better, and the things that you learn will apply to tons of songs within a genre...
For example, if you learn the solo for Stairway to Heaven, the same kind of licks can be applied to other classic rock songs in that style, such as Freebird.
It will take time and patience to learn a song all the way through and be able to play it perfectly to the recording, but getting to that point is SO important that I can't stress it enough.
Of course, terms like "intermediate" and "advanced" are relative terms. They depend solely on how "good" the player is who is using those terms. In other words, something that is hard for one player may be really easy for another. It has more to do with how much you practice; your "learning curve", than how good you are objectively.
That being said, any of the songs from Led Zeppelin, Metallica, etc, provide a good range of intermediate to advanced sections for you to work on. For example, you could just learn the rhythm guitar parts, which would be easier. Or, take the time to learn the lead guitar parts too, which will provide more of a challenge. That's why I stress learning the whole song!
Some general suggestions would be, in order of objective difficulty:
Comfortably Numb - Pink Floyd
Stairway To Heaven - Led Zeppelin
Enter Sandman - Metallica
Crazy Train - Ozzy
Bloodmeat -- Protest the Hero
Let's talk more about objective difficulty, though. Think back to when you first started playing guitar. Remember how hard that B Minor chord was? Maybe now you can just do it without even thinking. Your fingers just go right to it. That's the importance of repetition and muscle memory. It allows you to play something that used to be "hard" without even thinking!
So, don't get discouraged! Keep practicing that "hard" part over and over again! It WILL pay off.
Learn to think in terms not of objective difficulty, but only relative to where you are in your own playing. You should only strive to get better than your previous self, making little improvements every day. Over the years you will look back at all your progress. And then one day, you will realize that you can play the exact same solos as all your heros you used to be "impossible!"
About the Author
Nathan McDonald invites you to visit his instructional lead guitar site (not a competition to UG) for more free lessons, articles, and video at http://www.effective-lead-guitar.com/ or, check out his eBook.
His lessons specialize in how to play lead guitar, which includes advice on sweep picking, finger tapping, amp settings, guitar pedals, and guitar tabs.