The Blues scale works becuase it implies a minor tonality over top a major (dominant) progression.
There's also a Major blues scale.
A: A B C C# E F# A
This will give you brighter sound, not as "down -n- dirty" as the minor blues scale. B.B. King primarily uses this scale. The 9th (B) and the 6th (F#) are B.B.'s 2 favorite notes to lay one.
When you become comfortable w/these 2 scales then you can over lap them, borrowing notes from each scale to create some very colorfull lines...that's when the real fun begins!