When Third Strike was released on PS2 in Japan, there was a limited-edition version available. It came with a Gamest mook (basically a super in-depth strategy guide), a jigsaw puzzle, and an instructional DVD. TheShend, relentless uploader of Third Strike videos, recently uploaded a set of excellent videos taken from this rare DVD.
Though some of the strategies are a bit outdated, most of the videos have really great tricks for a variety of characters. The first video starts out slow, with a tutorial on basic parrying, buts gets better as it progresses. Though the videos are in Japanese, it's not difficult understand what's going on, particularly when slow-motion is used to highlight small details. A quick pointer that will help you understand the captions better:
punch" means weak punch and " [move name]" means hard [move name].