I want to start writing some neo classical like Yngwie, what scales do I use? Any keys or tips?
Harmonic minor scales with diminished runs.

Yngwie uses a lot of E harmonic minor and I think Phygian mode a lot [Need confirmation on that bit]
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Some possible scales used in 'neo-classical' - By that I think you mean rock music influenced by classical melodies, and not contempory classical music.

Natural Minor Scale - 1 - 2 - b3 - 4 - 5 - b6 - b7.
Melodic Minor Scale - 1 - 2 - b3 - 4 - 5 - 6 - 7.
Harmonic Minor Scale - 1 - 2 - b3 - 4 - 5 - b6 - 7.
Phrygian Dominant Scale - 1- b2 - 3 - 4 - 5 - b6 - b7.

For inspiration try...

Yngwie Malmsteen
- Rising Force.

Vinnie Moore
- The Mind's Eye and The Maze.

Paul Gilbert - Street Lethal and Second Heat.

Tony Macalpine - Edge Of Insanity, Maximum Security and Freedom To Fly.

Joey Tafolla
- Out Of The Sun.

George Bellas
- Mind Over Matter.
Also, the V7-i cadence in Harmonic minor is something you should definately check out! For example: E7-Am, play Aharmonic minor over it.

For another example of classical sounds, try the older albums of Children of Bodom. A lot of melodic deathmetal is based on harmonic minor, but I'm not so much into that, so I can't give you any more examples
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Lots of diminished arpeggios.
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Harmonic minor, modal-based playing (phrygian is most used) & diminished seventh ideas are what chararcterizes a lot of his playing...

And yes, Children Of Bodom's earlier albums are great for this kinda stuff too

also, these guys are some of the predominant neo-classical players:

Jason Becker (Perpetual Burn, Perspective)
Vinnie Moore (Mind's Eye, Time Odyssey)
Racer X (Street Lethal, Second Heat, Technical Difficulties) w/ Paul Gilbert
Symphony X (any album really) w/ Michael Romeo

u get the idea...
Last edited by Shreddin 4 Life at Aug 3, 2006,