| My first bit of advice: don't get discouraged. I first started playing bass because of Cliff Burton, and got pretty discouraged when I fully realized how good he was (there's a huge difference between hearing awesome-ness and trying to replicate it, as I soon found out).
That being said, start with the bassics (bad pun, I know), which is scales and exercises. Bass Fitness by Josquin des Pres is a great book filled with exercises to improve left hand dexterity. All the bass players in the bands you listed are masters of their fretboard, so you should strive to be as well. That being said, bust out the two octave scales and arpeggios (patterns for them should be pretty easy to find online).
Finally, critique yourself. Usually, this is the teacher's job, but since you can't find one, you'll have to do it. Examine your playing and find your weaknesses, and then strengthen them. For me, it was right hand technique, specifically pulling through a string to the one above it, instead of plucking it (it's late so I can't actually remember what that's called). Once I found that weakness, I figured out how to fix it and worked on it. Do the same. If your speed/evenness is lacking, work on it. If your weak when it comes to shifting, skipping strings, playing syncopated rhythms, etc., figure out an exercise or two that will help you improve. IMO, books and DVDs are a publication of what exercises/routines worked for a particular player. They may work for you, they may not. If you come up with your own exercise however, chances are they'll work and you'll improve.
Bassically, truly "teach" yourself. And have fun. Once you stop enjoying yourself, progress stops. | 
