First of all, it isn't funny at all to hear a metalhead talk about classical, lots of shred metal players play classical music. It's an 80s thing.
Anyway, try bach's 8th invention, playing that on guitar works great. As for paganini, the only caprice that (to me) sounds like more than an excercise is the 24th. It's very pretty, the rest are excercises. They are all good excercises, the fifth is great like somebody said.
Also, try learning rondo alla turca, its a piano piece, sounds wonderful on guitar.