Scales are an important portion of your creativity, regardless of whichever scales you want! The more scales you know, the more ways you have of expressing yourself. If you wish to have a proved and tested path that will allow you to play the music of many master musicians, I would advise you learn scales in the following order.

1. Minor Pentatonic. This is the first scale and a lot of people learn it. It is simple because it only has 5 notes, and it opens up huge openings for improvisation. Some guitarists never need more than this scale.

2. Major pentatonic. This is pretty alike and is a variation of the minor pentatonic.

3. Major Scale. This scale is the base of western music.

4. Natural Minor scale. The major scale and natural minor scale both form the backbone of western music. You can use the pentatonic scale wherever you apply the minor scale because the pentatonic is in reality the minor scale with just a a couple of notes.

With the above collection of scales you can play 95% of music that you are familiar with. If you stop here you can still be a very efficient instrumentalist. The next scales are more particular in their application, but more wonderful and cooler and will start to impart your music with a more special and distinctive feel.

5. Harmonic Minor/Melodic Minor. Two variations of the lower-ranking scales that give a unique feel, particularly the harmonic minor.

6. The major modes are Ionian, Dorian, Phrygian, Lydian, Mixolydian, Aeolian, Locrian. These Modes are built up according to particular rules. Depending on your own choice, they will give your music of a peculiar feel. The taking of modes helps you greatly when you are thoroughly experienced with the scales I stated previous.

A lot of people don't make it past the major modes - by the time you master the major modes and the some other scales, you are skilled musician, with a large range of musical scales and stylings to feed into your musical composition and soloing.

7. Exotic Scales. I call any scale that I haven't listed above an "exotic scale" - that's simply my tag for it. There are hundreds of exotic scales, many of them used in specific types of folk music or Jazz. You could spend many years learning them all, and you can find reference books on them such as the Guitar Grimoire.

8. Modes of Exotic scales. Every scale has associated modes; it is not true that modes merely exist for major scales. They provide you an even better palette of notes to pick out from.