We use Intercom.io and UserGuide.co. Intercom let's us see what people are doing and allows them to chat with us and vice versa. UserGuide.co allows us to put together robust documentation.
You can see our sample documentation here: http://academy.getopenwater.com
The combination helps us train customers, but chat with them as they learn.
So yes: chat box, videos, join.me, but a wealth of resources too