thats a hard one for me because I'd say thats my weak point...I'm the same; legato is straightforward to me but the sweep picking
is never as clean as I'd like it. What I've tried to do is get the consistency in my legato so that it sounds like I'm picking it...little hammers Eddie calls it! I've got to the stage now where it doesn't really interest me as I don't think it would 'fit' me. I don't really go for shredders so tho' Paul Gilbert is one of my faves, it's not for his Racer X style stuff...it's for his more blues and rock style. I've never really got off on Vinnie Moore or Tony Macalpine
...tho they are GREAT players, they don't do it for me the same way that Ed, Zakk, Lynch and say, Doug Aldrich do.
The best excersise I used to do to TRY and improve was the boring one. Hit the 1st, 2nd, 3rd fret on each string doing a down, up, down pattern. So notes wise from the bottom E you could do F F# G then A# B C then Eb E F and so on back and forward. Once you've finished that, move it up a fret and play the 2nd, 3rd, 4th fret of each string up and down. It doesn't make a noise that is musical at all but it will tidy up your picking!
As for trying lefty...never, tho I have played a left handed guitar upside down and that was cool. Lead was easier than chords.