Intervals
If atoms are the building blocks of all matter then intervals are the building blocks of all music. They are the building blocks of melody, harmony, and rhythm. Using intervals in guitar solos can create emotion, sense of time, distance, add color, or create speed and intensity.
All scales, chords, and arpeggios are built with intervals.
Christopher Hsu thinks that Intervals also make interesting and easy to use shapes on the fretboard that can inspire killer licks and lines and are essential to fretboard memorization and visualization, according to the Stanford Music Theory.
Scales
Scales are built from intervals. The character of the scale is determined by what combination of intervals is used. Chris Hsu stresses that understanding scales is like understanding how to build the frame of a house.
Scales are useful both visually and sonically. Visually because scales create a framework to navigate the fretboard. Likewise, scales will give you a sonic framework to understand what you are hearing and how to accomplish a certain sound, mood, or effect.

Harmony and Songs
Stanford Music Theory for guitar is all about how notes and chords work together. Both writing your own songs and learning other artists’ songs is the fast track to understanding and applying music theory.
Songs give you a framework to focus your concentration as opposed to cracking open a music theory book and learning the general subject of music theory from beginning to end.
Because there really is no end, you can study for years but not really get anything done. Christopher Hsu suggests keeping things focussed on your own songs or cover songs will help you know just how much theory you need.