[Octal]

Pick up your guitar and just begin playing (improvising) a melody, but sing along with it. If you play A B C# on your guitar, sing A B C# (you could even try to harmonize a 5th above or a 3rd or etc.).

I don't even feel obligated to list how many ways this will help.

[JamminJommy]

This is actually a very helpful exercise I encourage many musicians to do! It basically encourages a connection between your brain and your fingers. If you can sing along with every note, than you are aware of the musical choices you are making.

I love doing this (and so did Hendrix)!

Peace,

Jommy

[tigerstrat]

One of the better-known guitarists for doubling solos with his voice is the great George Benson.

Oteil Burbridge also does this astoundingly well, but on bass!