Tips and links on learning and using different types of scales will be helpful.
If possible List of scales with songs in which they are used and (artists/types of bands) who uses certain scales to a larger degree will also be helpful.
in general you should learn the basics about the 7 modes first. You should know at least two of the modes already: 'standard' major and minor. You can find a good overview of the modes here: http://www.fretjam.com/guitar-modes-2.html and here: http://www.guitarlessons.com/guitar-lessons/guitar-modes.php
Later you can look into more exotic scales like the dominant version of the phrygian mode.
I hope that helps. :)
The problem with giving examples of scale use by certain artists or certain songs is that most artists don't really think in terms of using particular scales. They may not know the theory in the first place, relying instead on their ear to guide them, or they may know the theory but in practice concentrate on playing what "sounds right". Only when quizzed later, they can offer an explanation of why and how what they played works (usually after spending some time figuring out what exactly they played, in scale terms).
Having said that, there are some general rules of thumb you might find helpful, which stem from the fact that musicians influence each other and that certain musical ideas are more "appealing" than others in a given cultural context. I'll try to break down some of these ideas for you.
First of all, my guess is that around 80-90% of popular Western music is based on either the major scale or the minor scale. Thus if something sounds "lighthearted/happy" it is probably major and if it sounds "dark" or "sad" it is probably minor.
In practice, when playing melodies most guitarists don't even go that far - opting instead to use the minor pentatonic (the minor scale without the 2nd and 6th steps) or the major pentatonic (the major scale without the 4th and 7th steps). The pentatonics are the two most important scales that you should have down, as well as the blues scale (the minor pentatonic with an additional flatted 5th step and - more rarely - also the 7th step).
Since the pentatonics are simplified versions of the major and minor scales, you can always switch between them through adding or removing the relevant steps.
It sounds fine in theory, but how to use scales in practice?
Scales and chords
Most of the time you will be playing scales over chords and you'll notice that some of the notes in each scale sound better over a particular chord than others.
The reason for this is that chords themselves are made up of notes from a scale. Thus, the C major chord is most readily constructed from the C major scale. Let's see how that works:
The C major scale:
C D E F G A B C
The C major chord:
C E G
Thus, the C, E and G notes will always sound good when played against a C chord. Moreover, they will sound good against any C major or dominant extended chord such as Cmaj7, C7, C9, C13 etc.
The same is true for minor chords, so if we take the key of Am, we get:
The A minor scale:
A B C D E F G A
The A minor chord:
A C E
So we can see that A, C and E will always sound good against an Am chord.
Bonus points if you spotted that the C major and A minor scales contain the same notes, but simply start from a different one in each case. The two scales are modes of each other. We'll get to using modes in a bit.
Strong and passing tones
We've seen how any note contained in a chord will sound good against that chord. Notes not forming part of the chord will always sound a bit "weak" (or downright ugly) when stressed against it. For this reason if you intend to emphasise a note over a chord, it will work best if the note is part of the chord.
What about the other notes, that aren't part of the chord? Well, it depends on the note. Sometimes, they can be stressed over a chord and thus change the harmonic sound somewhat - for example, a G note played over an Am chord sounds like an Am7. This is because our melody note sounds like a harmonic extension of the chord and it's fine, as long as that's the sound we're looking for.
Some notes are more troublesome (in C major/A minor it is the F note) and sound awful when stressed against a chord. The way to use these is to keep them as passing tones - notes we play when getting from one strong note to another. When these "clash tones" are kept short, they don't offend the ear.
Harmonised scales and combining scales with progressions
We now know that using scales with chords mostly consists in ephasising the strong notes (those that are part of the chord) and keeping the other notes short as we pass from one strong note to another. Is there some way of taking a chord progression and making sense of it in terms of scales?
Luckily, yes. We've seen how we could form a C major chord from a C major scale and that we could further form an A minor scale by starting on the 6th step of the C major scale and an A minor chord from that. It stands to reason that there should be a chord for every step of the major scale (ditto for the minor scale).
Making chords on every step of a scale is called harmonisation and the way to do this is to take the note from any step, make it the root, skip the next note, make the note after that the third, skip one more note and make the note after that the fifth (see preceeding scale/chord examples).
You end up with a series of chord types which is the same for every major key and a second series which is the same for every minor key:
Harmonised major scale:
Major Minor Minor Major Major Minor Diminished Major
C major chords: C, Dm, Em, F, G, Am, Bdim, C
G major chords: G, Am, Bm, C, D, Em, F#dim, G
Harmonised minor scale:
Minor Diminished Major Minor Minor Major Major Minor
A minor chords: Am, Bdim, C, Dm, Em, F, G, Am
E minor chords: Em, F#dim, G, Am, Bm, C, D, Em
When faced with a chord progression, try to determine what key it is in (based on what chords are present) and then you'll know what scale to use over it.
We've seen how the C major and A minor scales share exactly the same notes and differ only in what note we choose as our starting point. We could take any note in a major scale and use that as our starting point - the resulting scale would be a mode of the major scale.
So what are they good for?
If you've looked at any scale/mode books, you'll probably have encountered modes as fingering patterns. The easiest way to use those is to treat them as different positional patterns for major or minor scales. Thus, if you know the A minor scale 5th position 6-string pattern, you might use the 3rd position G mixolydian pattern as a lower extension. You'll still effectively be playing A minor, but you'll be using a different position than the standard fingerings.
The series of modes built on steps of a major scale is as follows:
Ionian (major scale) Dorian Phrygian Lydian Mixolydian Aeolian (minor scale) Locrian
The more clever way of using modes is to use them as substitutions for the major and minor scales, whenever particular notes of the major and minor scales just sound wrong, even when played as passing tones. For example, F is a troublesome note in C major and A minor and tends to clash noticeably. The solution: use C lydian instead of C major and A dorian instead of A minor. Those scales contain F# instead of F and often work better in C major or A minor contexts.
Another reason to use modes is if the chords you're working with don't neatly fit into a key. Say you are playing over a repeating progression of Am C D. The progression is centered on Am, but the D chord is out of key. When you try to play the A minor scale over it, it doesn't sound good at all.
Yep, it's our old friend - the F note - clashing again. The remedy? Use A dorian instead.
Putting it all together
All of the above might be a bit overwhelming, but it is necessary context for what is a fairly easy - if time consuming - task: learning to use scales. Here's how to go about it:
It is a lot of work, but you'll find that there are shortcuts that stem from the construction of the guitar. For example, once you learn where the notes associated with every chord lie in a major scale pattern, you'll find that if you move the pattern to a new position and key, you'll be using the same fingerings for strong notes of the respective chords in the new key. If you're also paying attention to the note names and thus learning the fingerboard, you'll find it much easier to find the strong notes of any chord whose construction you are familiar with.