Watch the Voice Leading: Scale Tones online guitar lesson by Kenny Wessel from Shades of Jazz
In this segment, I going to illustrate how to connect or voice lead G major and Bb major scales. If we have to shift positions between scales or keys we're in trouble connecting the two. Lets try to play both scales in the same area or position on the fretboard. By the same position, I mean not moving more than a fret up or down to play both scales, keys, etc. All 12 notes are always available to us in any position on the guitar (this is how the fretboard is designed, so get used to it and get familiar with it - you don't have to shift to play different keys, scales, chords, etc.!)
Play an ascending line, step wise, when the chords change, continue to ascend, but don't move more than a whole step (do this without shifting around the fretboard, try to stay in position). Practice this with 4 notes in G major, 4 notes in Bb major, and so on, alternating keys/scales every 4 notes... ascend to top of position, then descend. Create linear, ascending step-wise lines.
Then add the element of time to this exercise - 2 bars of each key, playing half notes in time, linear, ascending lines... music happens in time! This is of course more challenging, but we have to be able to think in time to improvise over music.