I would urge you to consider spending very little time learning other guitarists solos if you want to be a unique, interesting, cool player. The coolest solos by people like Vai, Malmsteen, etc, are cool because those guys developed their own vocabulary of phrases that don't sound like anybody else.

Or if you do want to learn other people's solos note for note, why not try getting a book of Charlie Parker, or John Coltrane solos, or learn them from recordings. If you can master some of those, it will teach you a lot about music, and you can borrow some of the phrases you like and it will sound way cooler than just another guitar player copping licks from a guitar hero. Horn players generally kick our asses anyway! One of the reason Steve Vai is cool is that he gets ideas for heavy rock solos by looking far outside heavy rock; like human speech, and Bulgarian wedding music. If he started copping licks from Yngwie, he wouldn't sound like Steve Vai anymore, and one Yngwie is enough (especially with that giant head of his;-).

If you do cop stuff from other guitarists, and you want to play heavy rock, you could get some cool ideas by looking outside your genre. Why not see what happens when you string together a few cool riffs by Brent Mason (country session ace), find a way to combine that with a tasty BB King line, throw in a phrase or two by Debashish Bhattacharya (Indian master slide guitarist). The possibilities are endless, and if you work on stuff like that, you'll turn a lot more heads than the kid down the street who spent his practice time spitting out perfect renditions of solos from tunes like "I am a Viking".

Another great thing to do is pick up a classical violin concerto-especially Bach; they give you a great workout while learning to play the music of true genius'. Yngwie sounds cool, largely because his main influence was Paganini; not another guitar player; and he put that type of phrasing into a metal context. Why not go the the source; everybody's already heard Yngwie, but they haven't heard your take on the music that influenced him!

If you must learn your favorite guitar solos, just try to make up your own variations asap, and make it sound as unlike the original as possible. Ask yourself what is it about that solo that's cool, and try to embody that quality rather than just repeating the exact phrasing of the original. Learning to improvise is imo far more rewarding in the long run, and I hope you'll take that route as much as possible. Happy hunting!