If you look up the game in question at GameFAQs, you'll find at least one walkthrough, and walkthroughs give you a route to follow pretty much by definition. Some of the FAQs will recommend routes as well (especially speed or low-percent FAQs). You can learn a lot from watching runs that you can't from a text file, but you should find something at least adequate this way.
What game are you interested in? I may have a particular guide to recommend.
Actually, I'd advise trying to come up with your own route, run it, and then watch a video of another person's run to see how different the two are. Sometimes something you come up with on your own can help reduce the time.
Okay, i'll try to make an own route (i said TRY...), butmy speed run experience is wery low; my record on MP was 4 hours in Impact Crater...(Don't laugh at me...)But that was totally improvised, no route planning or something like that.