Death metal and improvisation don't really work well together. All Nekrogoblikon material is meticulously arranged, first in Powertab, then in a sequencer like Fruity Loops, or more recently Logic Pro. Scales and theory gets useful when you have a good idea, and you want to make it great. If you write a two bar lead that sounds pretty cool, then you can look at it and go "ok, well, this would go over I-VI-V really well, and this part here could go up in the next bar". 90% of nekrogoblikon material goes through about 50 revisions. I'll start with a riff that sounds generic, and then fuck with it until it's...well, goblin. Writing music is all about figuring out little "tricks" to help you along. I kinda didn't answer the question, I guess, so I'll give you a list of things I commonly use:
I-VI-V chord progessions in minor, with a sharp seven in the lead. I-VII-VI-V works great for verses.
If you have something in triplets, break up the feel by tying the second note of a triplet to the first. In fact, that's the piratey feel in Goblins Ahoy (all the leads have that form).
A whole step modulation of a melody is a "dance-harder" modulation you frequently hear in pop music. It works extremely well.
And finally, hovering around 1, 2, 3, and #7 (for example, G#, A, B, C) is pretty metal.
Oh and if you wanna sound like Bloodbath, play around with B, C#, D, F, F#. (fooling around with that is how I came up with GCA Part I)
-Timbus