An essential scale for all harmonica players to know is the blues scale. Its degrees are 1 b34 b5 @5 and b7. In the key of C the notes would be C Eb F Gb G@ and Bb. In the key of D the notes would be D F G Ab A@ and C, etc.
For a basic introduction to the Blues scale, see Progressive Beginner Harmonica or Progressive Beginner Blues Harmonica . The following 12 Bar Blues solo is derived from the D Blues scale and makes use of sharp, flat and natural signs. The only note requiring the use of the slide is G# or Ab, which is an exhale note on the 3rd hole with the slide depressed.