The Phrygian mode is quite possibly the most common-used mode (besides the major and minor keys). It is found most commonly in Metal music, although it is also commonly found in Industrial, General Rock, and to a lesser extent Folk and Classical.
The Phrygian scale starts on the third degree of the Major scale. In other words, from E to E on only white keys. It only varies from the Minor key by the minor second degree.
It has an interesting characteristic that differentiates it from many other modes. The second degree of the scale is minor, meaning that there is but a half-step melodic interval between the first and second degrees. The only other unmodified mode to exhibit this characteristic is the Hypophrygian, which occurs on the seventh degree of the Major scale.
What makes this interesting? Well, psychoacoustically, this makes the mode sound (depending on who you ask) Mediterranean (especially Spanish) passionate, or angry. Although Spanish music uses slightly different scales and modes, it exhibits similar characteristics as the Phrygian, and as such music imitating that of the area commonly uses the Phrygian mode. This is contrasting to the Hypophrygian key (they both have the minor second), which tends to sound dark, whimsical, or eccentric (due to the Diminished fifth scale degree).
Although the Phrygian scale is of the Minor side of the "feeling" spectrum, it is not at all uncommon to use a major chord in exchange for the first or seventh degree. By having a major chord in the first degree, it causes the scale to become a #3 Phrygian, which is an altered mode of the Harmonic Minor scale. However, a Major chord on the seventh degree is used only on the chord as an accidental, not the meoldy, as this destroys the Phrygian sound of the mode.
Many new popular bands of late, most notably Linkin Park, have abused this scale to great effect. In fact, a large amount of songs on their CD are Phrygian or have Phrygian "tendencies".
The Phrygian scale is composed like this:
1/2 | 1 | 1 | 1 | 1/2 | 1 | 1
Below is the scale on guitar and bass:
Guitar:
* * * * | |
* | | | * *
| * * * | |
* * * | * *
| | | * | |
| | | | * *
Bass:
* * * *
* | | |
| * * *
* * * |
| | | *
| | | |