I've been with the PNH program for a long time and my all time favourite for learning natural horsemanship theory is the Liberty and Horse Behaviour
course in a box, but if you are looking for exercises and step by step activities for your horse I'd go for either the new patterns videos or the new levels videos. IMHO the best blend of theory(understanding how a horse thinks) and techniques was in the old Levels 1&2 with the red and blue boxes, these are not sold at the Parelli store any more but you can find them on ebay
and they are cheaper anyhow.
I love the PNH program, but I try to give Pat as little of my money as I can while still getting the education. :)