Chris is right about modal progressions, but few bands around where I live play modally. I play lead guitar in a band that consists of some less theory-oriented members, so most of our songs are harmonically simple.
To add some spice to your playing if you play over "plain old chord progressions" like Bm-A-G-F#, you can use modes. The progression is in B Minor/Aeolian (except for the F# chord, which is harmonic minor), so using the B Aeolian scale would sound plain. To sound a bit more exotic, use another minor mode (one with a b3, Dorian, Phyrgian, Aeolian, and Locrian) over the progression. If you play in B Phrygian, you're really adding the b9 to the regular B Minor scale. If you play B Dorian, it's like adding the natural 6. If you choose to play Locrian, it's like adding a b9 and a b5 to the scale. Try switching between the modes to add some flavor to your playing. Ex - Play B Phyrgian over the Bm, B Aeolian over the A, B Phyrgian again over the G, and B Harmonic Minor for the F#. Check pstring's post for an example of using the major modes (modes with a natural 3, Lydian, Ionian, and Mixolydian). He suggests using G Lydian (D Major), G Ionian (G Major), or G Mixolydian (C Major) over a G Major progression.
If this doesn't make too much sense, tell me, and I'll try to explain it in an easier to understand way.