About the scale thing: I dont think about it that much while playing. I just know the relationships and the patterns or boxes. For example I know A Major is the same as E MIxolydian so I'm not limited to staying in one place in any given key. You have to study the stuff enough for it to be second nature so while you're improvising you can only think in melodic terms not "What is the related mode to Bb minor" or whatever.
All the natural scales and modes form one big pattern that fits together, thats just my way of remembering it and it works for me.