I'm a newbie at this, but I really like Ableton Live for laying down simple tracks and drum lines to play against. I create a drum line and then myself playing rhythm, like the 12 bar blues or whatever, and then I can record myself playing freestyle pentatonic scale or whatever on top of that...and it comes out sounding almost like it was meant to be.

So you probably need some kind of "DAW" software (digital audio workstation) and some kind of recording hardware (I use a POD X3 Live) to get the sound into the software.

The "Intro" version of Ableton is 100 bucks on Amazon and it will do quite a bit. The full version is around 500 bucks -- which seems to be about par for the course for professional audio software.