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What scale works for a F#maj, Emin, Cmaj progression ?

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You won't find a diatonic scale that works over the entire progression, so if you're looking for something simple like some pentatonic fingering, it won't exist. Here's why:

F# = F#-A#-C#
Em = E-G-B
C = C-E-G

Line them all up and you have A#-B-C-C#-E-F#-G. The problem is in the half step sequence A#-B-B-C#.

Simple scales don't contain four consecutive notes in a chromatic run. The only scale that does would be the melodic minor, which is taught as the natural minor with the 6th and 7th raised ascending, but not descending. But the way it's taught is a simplistic view... composers actually use both 'flavors' of 6 and 7 at will, making it a nine-note scale with five consecutive half step notes: b6-6-b7-7-1.

So you could assume that scale might work... and it would have to be either C#m or Dm.

C# melodic minor = C#-D#-E-F#-G#-A#-Ax(B)-B#-Bx(c)-C#
D melodic minor = D-E-F-G-A-Bb-B-C-C#-D

Now we're stuck.C#m doesn't have G. Dm doesn't have F#.

That means no single common scale works over the entire progression. You'll have to change keys.

Each key contains seven 'native' chords.

C# = enharmonic to Db. That's the I chord in Db, the IV chord in Ab, and the V chord in Bb.
Em = the ii chord in D, the iii chord in C, and the vi chord in G
C = the I chord in C, the IV chord in G, and the V chord in F

Notice that both Em and C are native to two keys, G and C. If I had to improvise over that progression, I'd probably be in Db over the first chord, and move down a half step to the key of C for the other two.

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