i know the major and minor scales and stuff like that, but i want to get more creative and learn the modes. I play mostly blues/rock/metal type stuff, but i'm gonna learn all the modes. what i want to know is what modes sound best with what styles of music. Also, what scales should I learn to play the classical sounding stuff like Randy Rhoads and Yngwie?
For classical lines, try the harmonic and melodic minor scales.

Make sure you don't learn all the modes as fingerings, because modality is determined by the chord progression -- research the intervals that comprise certain modes and how they create certain moods. For example, Mixolydian is a blues-style mode, Aeolian sounds sad, and the best word I can use to describe the sound of Locrian would be sinister.
the phrygian scale is great because you can make it sound Latin or dark angry rock. Mainly because the first two notes are a semi tone apart
A lot of heavy rock uses the Aeolian and Phrygian modes and the b5 of the scale. When using the Aeolian scale, many bands replace the 5 chord with a major 5 chord, so E major in the key of A minor. Over that E chord, A harmonic minor would be appropriate. A lot of Randy's classical stuff somes from that mixture of Aeolian and Harmonic Minor. The "Mr. Crowley" solo uses this extensively.