I've found that most megadeth songs are fairly simple until the solos. (sure there are some exceptions). Its fun learning the main riffs and rythm guitar and stuff, but learning a solo just makes you feel good about yourself. (plus noone will leave you alone if you learn all the guitar except the solo) i have managed to learn all the rythm guitar in holy wars, symphony of destruction, (all of) silent scorn, disconnect, peace sells, (working on) tornado of souls, dread and the fugitive mind, return to hangar, and in my darkest hour. but i cant do any of the solos (except silent scorn but thats hardly a solo) so is there some exercise that will help me get better at megadeth songs. some scale to practise or something. it would be greatly appreciated.
Practice lick by lick, start slowly and don't get really mad because you can't learn a bit, just take a break or play some songs you already know just to chill out for a while.
Yeah, learn arpeggio shapes aswell, as they frequently occur in the solos, and sound good when improvising too. Good luck.

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Take your time and break it down in bars. Practice each bar until you can play it fluently and understand how the solo is constructed. I advise getting your arpeggio and legato playing good cus Marty Friedman uses them. A lot.
same as everyone else sez but dont go mental by trying to perfect each bar and get it up to speed b4 moving on, learn to play it properly even if not at full speed, then move on, learn the next one and when youve learnt them all then bring em all up to speed
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