Locrian is a nice one too. Metal players use it to create those 'blackest of the black' riffs (as I call them) and you can also create some funky style solos with it. I picked that up from Guitarist magazine. Make use of the diminished triad as a chord.

If you want to know what it sounds Like listen to Rhoads play Believer on Ozzy's tribute album. He does a fast run at the end of the solo which is in Eb minor but is you play it the fretting gives you the equivilant of F locrian.