I have both a band saw, and a scroll saw. Between them I would probably go for the scroll saw for this kind of work. It's much more precise. It's pretty much a powered coping saw. I have used it for cutting inlay for finger boards on my banjo's, and I haven't had to follow it with sanding. Of course for that kind of work you don't see the edges of the cut once it's inlaid.

If I had only one of them I would go with the band saw. It will plow through big material, and in the end do more than the scroll saw with less precision. I don't know how useful a 9" bandsaw would be though. Someone else should chime in about that.

I haven't made scales yet, but when I do I'm sure that the scroll saw will be my tool of choice. A plus is that you can find them really cheap used if you look around. I don't know if you're near Indianapolis, but there's a cheap one there right now.