Depends on what you wanna do. Shredding and more melodic stuff would use alot of Harmonic Minors. Classic rock will usualy go for pentatonics, and if you wanna try some more complex shit, look into augmented. Major / Minor scales are pretty important too, though.
Heres an example of a pentatonic:
E R - - X
B X - - X
G X - X
D X - R
A X - X
E R - - X
The R's represent root notes, wheras the X's represent regular notes. A pentatonic is a five note scale, so theres alot of repetition. These really dont work for darker stuff, but are great for classic rock / metal / blues.
A common usage of this scale is 12th fret E, which would look like this:
E 12 - - 15
B 12 - - 15
G 12 - 14
D 12 - 14
A 12 - 14
E 12 - - 15
Making solos out of these are easy. This is more of a blues thing, but check this out:
E 15-12-15p-12------------12-15v--
B --------------15-12h-15----------
G ----------------------------------
D ----------------------------------
A ----------------------------------
E ----------------------------------
P - Pulloff
H - Hammer on
V - Vibrato
Metallica's Seek And Destroy (Kill em All) is a great example of pentatonic shreddage:
12/15: slide from 12 to 15
E---------12--15p12------12--15p12--17p12--15p12------12--15p12--17-
B--12/15-------------12---------------------------15--------------------
G------------------------------------------------------------------------
D------------------------------------------------------------------------
A------------------------------------------------------------------------
E------------------------------------------------------------------------
E--12--15--12------12------12----------
B--------------15------15------15bv----
G---------------------------------------
D---------------------------------------
A---------------------------------------
E---------------------------------------
Thats only the first part of the solo, but it's a great example of what you can do with 5 simple notes.