Whenever I jam with someone and they say "lets do something in so and so key." Lets say A for example. I've heard a lot and even been told you HAVE to use the major third if you're playing in a major key. But I don't always do that. A lot of times I play the minor third because to my ears it sounds better. Don't know why, it just does. Yet..the small bar crowd still dances. And the rule I go by is if they're dancing, it's working!