Jimi Hendrix's guitar style is based from the blues style. He would almost always play his solo's from either the minor or major pentatonic scale or the blues pentatonic scales. Hendrix seemed to have three or four styles in one from Rock, Blues, Funk, Country. In his later years he even started venturing into Jazz. This is what made Hendrix's sound so unique! If you listen to the intro to Hey Joe, Hendrix uses an open E minor pentatonic scale as the basis of the lick. Below is the basic Hey Joe Lick.
Slide------- E7
---0-----0----------------------0----
---3--5--3----------------------0----
--------------0-2-0-------------1----
---------------------2---0------0----
--------------------------------2----
----------------------------0---0----
Hendrix plays a E minor pentatonic scale at the 12th fret for his solo in Hey Joe. The scale form is shown below.
---12----------15------
---12----------15------
---12------14----------
---12------14----------
---12------14----------
---12----------15------
Another common trait in Hendrix's playing is the use of the Dom7 #9 chord which can be heard throughout his popular songs like Purple Haze, I Don't Live Today and many others.
(E7 #9)
--------------
-----8--------
-----7--------
-----6--------
-----7--------
--------------
Hendrix also often played basic chords from their inversions while interweaving blues licks to connect them. The example below uses a C first inversion bar chord leading to a C bar chord on the 3rd fret.
H P P
-----------------------------
-----------------------------
--------5---7-5-------5------
--------5--------7-5--5------
--5-7---7-------------3------
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This should get you started on the road to mastering the style of Jimi Hendrix! Good Luck!