I read somewhere that John McLaughlin used a combination of 3 pentatonic scales rooted on 1, 4, and 5 to play guitar in a given key. So if the key was E minor (E F# G A B C D) he'd noodle around in a mixture of the following:
E pentatonic minor – E G A B D
A pentatonic minor – A C D E G
B pentatonic minor – B D E F# A