This should probably be in Guitar Resources.
Important scales for this style are:
Minor Pentatonic
Aeolian Mode
Harmonic Minor
The Minor Pentatonic can be used on nearly any style, and is quite an easy scale to use, in that most of the notes will sound right, regardless of what's going on underneath (provided you are in the correct key)
The Aeolian Mode sounds a bit more classical, and features more notes (indeed, it is identical to the Pentatonic except that it's had more notes added). Again, this scale is mostly 'safe' notes that will sound good. This scale is good for quick runs. Pay attention to the melody of what you are playing.
The Harmonic Minor scale is identical to the Aeolian Mode, except that one of the notes has been raised by one fret. The same rules apply as for the Aeolian mode, except for this raised note which sounds dramatic if used correctly, but it's easy to make it sound 'wrong.'
EDIT: The important thing is to practice these scales so tthe point that you know how they work, so that you know what sound a particular note will give you. Think about singing a guitar solo. You should be able to find the notes on the guitar as intuitively as that. Also, playing through these scales thoroughly will let you know what they are capable of and spark your imagination. You might be playing through the scale and find a sound that you like, and make a note of it, so that you then have that idea bouncing around your head.
Practice playing patterns within the scales, like try playing the notes 1, 2, 3, 2, 3, 4, 4, 5, 6, 5, 6, 7, 8 etc. (where 1 is the bottom note in the scale, 2 is the note above that, 3 above that and so on). This sort of thing will mean that you won't have to think about what your hands are doing, so when it comes to improvising you'll be able to play what you imagine in your head with not problems. Think about the process of getting what's in your head to come out of your guitar. The less possible sticking points along the way, the smoother that process will run. If you make it so that your hands can think for themselves (sort of) then you've taken out a major sticking point.