I learned sweep picking from a variety of sources. One was a Frank Gambale instructional video, but he executes his sweeps a little differently.
I have no formal guitar training whatsoever, so it's been fun learning sweep-picking techniques. Working on these types of licks has thrown a whole new collection of tricks into the mix.
To play sweep arpeggios correctly, you have to mute each note with the left hand immediately after picking it.
I always get frustrated when I hear someone talking about sweep arpeggios. Though there are plenty of licks and examples out there, no one has ever really broken down the mechanics of the technique. As a result, guitarists have had to figure them out by trial and error.
Sweep picking is when the right hand sweeps down and up the strings in succession. But when you do sweep picking, one note rings into the next, and it sounds almost like you're playing a chord, and that's exactly what you don't want.
I never use pull-offs because I don't like the sort of 'meow' sound they make with the string being deflected sideways.
Basically, I use hammer-ons and pull-offs.
Guitarists use downstrokes and upstrokes to play fast patterns, but doubling up on down- or upstrokes might be essential to the sound of a specific melody. So as a player, you've got to sharpen your picking skills as much as you can.