I've been playing for about 5 years or something like that. My problem is my lack of agility, dexterity and speed of my fingers. I can certanly play some songs but I want to go further than that. For example, I can play the solo of Highway to Hell, after much practice and no 100% excellent, but i can play it but if I want to learn something more "difficult" (and for difficult I mean something like Stairway to Heaven solo or the solo of Hell Ain't a Bad Place To Be and stuff like that). In the tricky licks and the more fasters parts I really can't play it right, at the same tempo or I need to play really slow. So I decide to focus on dexterity and agility exercise but I really don't know one good exercise for this, so I come here asking for your help and tell me about exercise you done and you think they have been helpful improving your deterity, agility and speed.
I wouldn't waste time doing exercises really.

You get good at what you play/practice so practice what you will actually use musically.

If you want to get good at Stairway to Heaven then practice it. Break it down and practice extra on the tricky parts. It will take patience to improve.

You say you can't play some parts quite yet. That means you are not there yet so you have to play them correctly and gradually work up the speed. Patience is the big play.

There are some patterns you can practice that are usable in playing so practice those if you find them useful. Those patterns won't help you play Stairway to Heaven though. Only practicing S to H will do that.

Think about it logically.
Last edited by Virgman at Mar 5, 2015,
I think there's some value to technical exercises, but I think they have to be driven by the music first. For example, work hard on trying to play a song you like. Identify the trouble spots, and practice these a bunch more. Then, if still more work is needed, then you can identify the specific techniques that are causing the trouble, and come up with an exercise that uses these technique a lot (more than the original lick). So you're still letting the music, and song learning drive the process, but using the exercises to focus even more intensely on the parts that need the most work. Since you're still working on the song in parallel, you're always working on integrating the improvements you're making from the exercises into actual practical playing situations.
A good example of a technical exercise that focuses more intensely on a specific technique is Paul Gilbert's piano lick (search for it on youtube). If a person was wanting to work on their outside picking technique, this lick drills it more intensely than just about anything you'd find in a typical song that you might be learning.
a really good song intro i would recommend is Anastasia by slash at 35 sec in the song he does a great riff that helps increase dexterity
exercises to warm up your finger have some value for sure i often just do chromatic runs to get the fingers going and then start to skip notes and go back and forth between strings as a warm up.

Stairway solo is tough but not really for technical reasons as much as the little things that make it great. getting the bends right and the feel is tougher than just learning the notes.

take your time and learn them slowly. once you have the notes memorized that will help. being able to play without having to really think about it is the goal.