I'm hoping someone can clarify this for me...

How would you create a solo to the 12 bar blues in E? Would ANY note within all 5 shapes of the E minor blues scale sound pleasant with the E chord?

I read that when you solo to the E chord, it always sounds good when you start or end with an E note, but what about every other note on the scale?
Yes... E G A B D all sound good over blues in E, and you can also throw in a Bb, which is the b4 in the scale(aka the "blue note").

Oh, and what you said about starying and ending with the root is true, but you don't have to limit yourself to that, just mess around with different licks and listen to lots of blues solos to get a good feel.
yeah not always ending with the root note is good. it causes tension that your can resolve in the next measure and continue on with your next lick
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Thanks for the tip!

Actually, I just thought of another question:
Would the E minor blues scale work with all the chords in the progression (E, A, B) since all three notes are included in the scale?

I have been playing guitar for about two years but I am a complete idiot when it comes to any kind of music theory. I've gone through a couple of books already and they are confusing the heck out of me, so I really appreciate all your help!