Well, here is the most over-bloged kind o' article on the site: SCALES. You can read the same over and over again from many members here but, the more, the merrier i just say. Here is my quick review over some of the most common scales used. I'll be to the point without to much technical info. All my posted scales are going to be in C as root for comparison purposes. So let's begin:
Your First Scale:
  From my point of view & experience(also by default) the first scale you should learn is the CHROMATIC SCALE. Learning the 12 note scale is easy and very needful; easy because there's no actual "starting point", all notes are roots and all semi-tone intervalic pattern; you can't miss it. Needful because you will train "the ear" for the pitch change between the different intervals of the scale so you can later on move swiftly through the guitar's neck. Before we move on, let's check the note dispersion through it...

Intervals:
  The intervals are the space between the notes in any particular sequence. For instance, a semi-tone interval means you move from one fret to the next(e.g. from the 2nd fret to the 3rd or the 1st); a tone interval means you move 2 frets forward or backwards(e.g. from the 3rd fret you make a tone interval moving to the 5th or to the 1st fret), etc. Oviously, if you're playing by yourself with a metronome(this is a must for practicing scales) without a given note, chord or rhythm in the background the intervals will sound perfectly clear but with a band behind, things change...
Tension and release:
  Being very simple, you can relate tension to "noise", when the solo or riff sucks in relation with the rhythm; and release when things fall together; a feeling of "acomplish", when the solo or riff is cool & catchy. The "technical way" of seen it is: tension = dissonance and release = consonance. In musical purposes, dissonance doesn't means wrong or bad placed notes and consonance doesn't always means right. Actually, there's no "wrong" note, only stressfull ones, that sometimes must be avoided but not completely discriminated. Have you ever wandered why the Pentatonic scale always fits and is a great success? ...because the "dissonant" notes of the natural scale has been left out. But don't get me wrong, i'm not saying the pent scale is bad, actually is a great success as i say before, but without the tension points in the SCALE, mucisians tend to add'em to the CHORDS. This say clearly that you can't have "release" without having "tension". Here is a Chomatic run from C to C:

  Another thing you can actually say is that the rest of scales comes from a piece of the cromatic or are part of it; you can relate every single scale to the chromatic and always will fit. So, now, let's give a look to the interval inversions of C Chromatic in relation with the C note.
C Chromatic: C, C#(Db), D, D#(Eb), E, F, F#(Gb), G, G#(Ab), A, A#(Bb), B
                   1,       2   , 3,      4   , 5, 6,    7     , 8,    9    , 10,  11    , 12
  Intervalic Sequence: all semi-tones.
  Type of scale: Symetrical(all root notes).
  Scale usage: any chord progression/any alteration.
  Intervalic inversions:
C over C:  perfect consonance:  unison.
C#(Db) over C:  minor second: sharp dissonance.
D over C:  major second: mild dissonance.
D#(Eb) over C:  minor third: soft consonance.
E over C:  major third:  soft consonance.
F over C:  perfect fourth:  consonance or dissonance.
F#(gb) over C:  augmented fourth or diminished fifth:  neutral, restless.
G over C:  perfect fifth:  open consonance.
G#(Ab) over C: augmented fifth or minor sixth:  soft consonance.
A over C:  major sixth or diminished seventh:  soft consonance.
A#(Bb) over C:  minor seventh:  mild dissonance.
B over C:  major seventh:  sharp dissonance.
C over C:  octave:  open consonance.

  By this, you can reffer to the "tension and release" points of the scale by it's dissonance and consonance "keys". By thinking "chromatically" you will be hitting every aspect of a key musically speaking; viewing the whole like this you can now realize how & why the other scales(diatonics, symetrical, exotics, etc) start with the different intonation(major, minor, diminished & augmented) flavors & moods(dark, happy, restless, sad, etc.). In the next one i'll bring a closer look at some other scales, so, 'till the next one...
keep rocking out there people...