Here's one method I use... Take your chords, let's say A, E, D, for example. Draw the scale out on paper, like this (don't try to tackle the whole fretboard at once, it's pretty rough at first)

This is for the A chord. Notice, I took the scale and wrote every note as it relates to the A Major scale (A is 1, B is 2, etc.)

4 5 6 7 8 9 10 11 12
|--7|--1|---|--2|---|--3|--4|---|--5|
|---|--5|---|--6|---|--7|--1|---|--2|
|--2|---|--3|--4|---|--5|---|--6|---|
|--6|---|--7|--1|---|--2|---|--3|--4|
|--3|--4|---|--5|---|--6|---|--7|--1|
|--7|--1|---|--2|---|--3|--4|---|--5|

This is for the E Major chord. Now, this is still the notes of the A Major scale, but they are written as in relation to the E Major scale (E is 1, F# is 2, etc.)

4 5 6 7 8 9 10 11 12
|--3|--4|---|--5|---|--6|-b7|---|--1|
|---|--1|---|--2|---|--3|--4|---|--5|
|--5|---|--6|-b7|---|--1|---|--2|---|
|--2|---|--3|--4|---|--5|---|--6|-b7|
|--6|-b7|---|--1|---|--2|---|--3|--4|
|--3|--4|---|--5|---|--6|-b7|---|--1|

This last one is for the D Major chord. Once again, it is the notes of A Major, but written in relation to the D Major scale.

4 5 6 7 8 9 10 11 12
|-#4|--5|---|--6|---|--7|--1|---|--2|
|---|--2|---|--3|---|-#4|--5|---|--6|
|--6|---|--7|--1|---|--2|---|--3|---|
|--3|---|-#4|--5|---|--6|---|--7|--1|
|--7|--1|---|--2|---|--3|---|-#4|--5|
|-#4|--5|---|--6|---|--7|--1|---|--2|

Now, how do I use all this? Simple, when the chord occurs, outline it (use the 1, 3, 5) and play extensions as well (the 7th, 9th, etc.). Just outlining the chords with the 1, 3, and 5 sounds pretty plain... You could play this, though, for a nicer sound.

A
|-10-9------|-5-4----------------|
|------10---|-----5--------------|
|---------9-|-------6------------|
|-----------|---------7--6-7-9-7-|
|-----------|--------------------|
|-----------|--------------------|

In the first example, you play a D, C#, A, then E. Notice the A chord outlined (A, C#, E). The D is the 4th or 11th. It sounds like you're playing an Asus4 then an A Major, due to the D thrown in. Better than just the A Major. In the second, you play A, G#, E, C#, A, G#, A, B, A. You're once again playing the A major chord (A, C#, E), but this time you're adding the major 7th (G#) and the 9th (B) to get a lush sounding Amaj9 sound.

If you play a something like D, A, F#, C#, G# over the D chord, it's like you're playing a Dmaj7add#11 chord. What you're doing in lead is adding to the chords played by rhythm. Looking at it this way makes you more of a team player (kind of corny sounding, but really true) and overall you get a better sounding lead.

If you look at every chord or lead sequence or scale as it relates to the major scale with the same root (like look at the A phyrgian scale as it relates to the A Major scale) and you'll being to see the relationship between chords, notes, and why playing something like a G# over an A chord makes it seem "jazzier" (it's the major 7th).

Whoa, I wrote a lot. Hope I didn't overwhelm you. Heh, I just previewed the message and the charts aren't straight. Copy the message and paste it into Notepad and it will line up correctly.