piano - Leopold Godowsky (The Chopin Studies are brilliantly difficult)
violin - Nicolo Paganini (The Capricci are all stunning as are the Concertos; I would suggest the Second Concerto, very beautiful)
guitar - Michael Romeo (Sea of Lies, trust me on this one; I'll even throw in a video:
http://www.youtube.com/watch?v=PG2804ggsI0&feature=related)
If you're interested in any other guitar look up Paul Gilbert (Racer X, Mr. Big). He is intensely good. As are Yngwie Malmsteen, Jason Becker (was good), John Petrucci, and Shawn Lane among other guitarists. Also, you might want to check out Canon Rock as arranged by Jerry C.
