What style of music are you playing? If you're playing rock n' roll or blues in the key of G then the G pentatonic minor scale will work for the entire progression. If you're playing R&B or COUNTRY: the G pentatonic minor and/or the G pentatonic MAJOR scales would work.
If you really want to learn the theoretical basis for chords and scales: Christopher Schlegel's tutorials are the way to go.
Take care.
Doug