What purpose do you want to learn this for? Do you want to use your switches in magic performances, or are you interested in cheating moves?
For the former, I'll second Father Alex's download, its teaching is very clear and easy to follow, and the performances and tricks provided are great. I can't really comment on Daniel Madison, as I don't know much about his mucks. The MacMillan switch is amazingly difficult and not so very versatile either in magic or at the card table, but it's fun to learn if you're a move junkie, though.
If you're interested in the techniques used at the card table, get Steve Forte's Gambling Protection Series Vol. 3 (you can get the volumes seperately as downloads at Vanishing Inc.). Steve Forte is the master when it comes to anything gambling related, and though it's not an instructional video as such, it's quite easy to learn from. If you're very interested in gambling moves overall and have a few hundred dollars spare, you could wait for the next printing of his book Gambling Sleight of Hand, but that's only for you if you're really dedicated to learning moves used in cheating.