E Minor, but then again, every song on the Black Album is in E Minor. . .
Whats that? Dream Theater? Better then you? You betcha.
E minor, but there is a segment of F#m in it.
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Hmm judging from your pic you'd fit in more with a fat busted tribute.
No you have to change scale accordingly. However learn the E minor pentatonic. because to play, say in A minor you just move the whole thing so that first position is at the 5th fret instead.
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This raises a question for me, are all the SONGS themselves in E, or just the solos? Is it bad form to change keys just for the solo? Like for example, if I master the E minor pentatonic, would it be ok to use it all the time regardless of what key the song is in? Or will it sound like crap?

Well, if you use E minor and the rhythm is using another key, then, yes, chances are it will sound off. But if you could figure out a way to change chords so the rhythm guitar is in E minor during the solo as well, then you could solo in E minor.

But soloing all the time in one key can boring, both to play and to listen to.
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It's banging away on a low E, to be sure, but the KEY is Am. That E is clearly the 5th of the scale.
like most of their songs its Em, but like someone else said there is a segment with F#m