I am an intermediate player (songs I can play Nemesis, Master of Puppets, Are You Dead Yet?,...). What's a good song to improve my skills to change between strings and what's good song to improve my ability to switch between double picking and down/up-picking.
While looking into learning to play a song you know very well is helpful because you know the rhythm, you may want to either look up some string skipping exercises, and some sweep picking stuff in addition to your songs. As far as songs go, maybe find a section in some songs you know that are a bit advanced for you, then slow them down to the point where you can play it cleanly, and I mean , CLEANLY. Not doing so will promote bad muscle memory and will makes things worse as you go faster and faster. Get so you can play the sections cleanly 5 times or so in a row. You screw up, start over at 1. Once you have it 5 times in a row, hen you can start to increase the speed bit by bit, but each time, starting at 1 and playing perfectly, and cleanly 5 times. This works for anything you are trying to learn on any instrument. Soon you'll be playing that passage that was too advanced before, faster than the actual recording!

Hope this helps a little - Chris
If definitely helps a lot!
I will use this tactic in the future with the 5 times repeating method. Thanks!
Some good advice. Just to emphasise, it's really quite difficult to develop one's technique playing entire songs. Simply, short repetitive exercises that focus on the precise issue at hand is almost certainly going to be more effective.

All best,