being a huge slash fan myself, i do know quite a bit about his playing style. first of all, slash does use a lot of pentatonic and blues scales. But he does use lots of other scales: Mixolydian in Welcome to the Jungle (solo at 1:35), aeolian in Dont Cry (solo at 2:31), Dorian in You Could Be Mine (solo at 3:49) and the ever popular harmonic minor scale in the wah solo of Sweet Child o' Mine. All these songs do vary in keys, which slash adjusts to.

But for example in Paradise city, which is in G, Slash plays the opening little lick in Emin, which is practically G maj since Emin is the relative minor to G.

Moving a pentatonic scale around can give you different sounds, just like the modes. Although slash might be playing in E pentatonic when the song is in A, he is superimposing that scale over the A progression to get a different sound than just playing the A pentatonic.

Hope this helps.

Slasha