Scale practice can help you hear subtleties in harmony and melody while at the same time, building applicable technique on your instrument.
This is the simple way I like to work on scales:
1. Play a voicing or an arpeggio that outlines the chord or harmony that the scale will be heard with or against.
2. Play the scale trying to the underlying sound of the chord.
3. Play that same type of scale through the 12 keys.
This lesson covers 3 common scales derived from melodic minor harmony:
1. The locrian raised 2 scale (over -7b5 nat 9)
2. The altered scale (over 7#9,b9,#11,#5)
3. The lydian augmented scale (over major 7, #5,#11, 13)
This approach can be applied to and chord/scale combination and should help you hear the underlying harmony and the melodic sound of the scale.