That site gives part of the answer, but I think I can add something.
First of all. The pentatonic (5 notes) scale, as mentioned on justinguitar, is mainly used in rock and blues, but in classical music it's all about (7 note) major and minor scales.
With respect to practicing: Scales are excellent warm-up exercises and will also help you to get to know the notes on the fretboard. However, don't play just the patterns. Patterns are like road maps without street names on them. When I play scales on parts of the fretboard that I don't know so well yet, I say the name of each note that I play.
On the guitar, a scales is determined by certain pattern in a certain position, so I usually practice scales in 2 variations: First I play different scales (I am a beginner so C, G, F, and D will do) in first position, and secondly I play the C major scale in 2end, 5th, 7th and 9th position. (there are plenty of fretboard diagrams on the internet showing you the correct fingering in each position). I am now discovering the segovia scale patterns that I found elsewhere on this forum (2-octave scales with position shifts).
Which exercises can you do (in the scale of C, for example)?
1.
C-D-E-F-G-A-B-C-B-...D-C-
D-E-F-...C-D-C-...E-D-
E-F-... and so on (each underlined not is a quarter note, all the rest are eighth notes)
2. C-E-D-F-E-G-F-A-...
3. C-D-E-D-E-F-E-F-G-F-G-A-...
Always practice up and down the scale, and always use all six strings (e.g. when playing the C-scale in first position, also play the E-F-G on the sixt string, A-B on the 5th string, and the high D-E-F-G on the first and second strings. I usually start with the root note - Cin this case-, then go all the way up, then all the way down, and then back up to the root note where I started, but other people prefer to start with the lowest note.
If you buy books about scales, all they have are just these exercises, but written as sheet music, in each key. Waste of paper if you ask me. If you want some more free resources or sheet music for scales, check out the Delcamp pdf's on this site, or Carcassi's method (opus 59).
Oh, and don't bother about the whole CAGED thing on Justin's site. It's an overhyped way of explaining movable patterns. The essences is this: if you play a C major scale in 5th position, and you play that same pattern in 4the position, then it's a B major (all the notes are half tone lowered by moving up 1 fret); in 7th position it's a D major (Remember, you're still using the same pattern; C Major on 7th position is a different pattern). In the same way, you get movable chords, by using the open chord finger patterns up the neck, but with a bar. e.g. an Am open chord in first position, becomes a Cm if you play the same pattern with a bar on the 3rd fret.
If you knowledge of music theory is limited, you might have to think about this or google a bit, but once you make the click and understand this, you won't need any so-called "systems"