Listen to me. Everyone wants to sound smart and ramble on showing their grasp on theory. Forget Scales. Guys who learn scales sound like they are playing scales when they improvise. You NEED to learn your arpeggios. You play off the chords when improvising. Pentatonics are 5 note scales and that is why they work so well. One could argue that Pentatonics are arpeggios but Im not here to ramble theory. Arpeggios are what you need to focus on. Theory will come into play when you apply arpeggios as upper structured triads to chords and create outside licks. FIRST get the mechanics down and we can talk about applying this stuff later on. I focused too much on scales as a young player and it only really works for latin guitar playing when you are running through the harmonic minor and phrygian modes. You need to hit chord tones when you improvise. Arpeggios are the difference of sounding like a amateur wanking on the blues and a competent jazz man taking the blues to the next level. Ill get down voted cause guitarists are generally arm chair quarterback know it alls who don't like hearing opposition, but Im the one with the M.A. in music who knows what he is actually talking about so take my advice. Scales are going to cause you to develop muscle memory to the point where you run scales at lightning speed when you are on auto pilot and its going to sound like shit. Arpeggios arpeggios arpeggios. You know what scales are good for? Figuring out the chords that belong to that scale :) Learning scales is like a weightlifter that just does upper body. You never see chicken arms on a guy who does legs. Work the big important muscle of music. The arpeggio!