Ok...Now I lie in doubts. I have many people telling me different things...So here goes.

Ok. Lets say im just soloing an improv really simple. My friend decideds to chug away at his open E 5th. So ill take my little e minor scale and mess around a bit. Right?

Then he pops up to G 5th and does some other chord changes. All the chords however are in E minor. So I wonder. Do I stick in E minor throughout all the chord changes? Or change my keys as the chords change for a better sound?