Ah, Scouts: the under-rated, under-used Space Marine step-children.
Before we launch into the uses of specific types of Scouts, let's address the elephant in the room.
Why the hell would anyone take Scouts?
Two things: They score, and they're cheap.
The main thing Scouts have going for them is that they're a Troops unit. That means they can capture objectives. In 5th Edition, with 2/3 Missions involving scoring units, this is definitely something to keep in mind. In the amount of games I've played since 5th came out, I've noticed a shift from the old days of only taking your obligatory 2 Troops units then loading up on elites/fast attack/heavy support. Troops are now the MVP's of the army, and with Space Marines you only have two choices.
The second thing they have going for them is that they're cheap. Looking only at 5 man squads, Scouts are 15 points/model, whereas a Tactical Squad Marine is 18 points/model. If we beef these squads up to 10-man squads, they become even more efficient at 14 points/model for Scouts and 17 points/model for Marines. A Space Marines army will rarely be the side with more models on the table, and some army builds will feel that deficiency more than others. Scouts can help out a great deal by putting more bases on the table for the same points, or possibly opening up some points for a desired other unit/upgrade by trading out a Tactical Squad for a Scouts Squad.
How are Scouts different from Marines?
The biggest difference you'll find is in their stats. Scouts have a WS and BS of 3. They're not as accurate, but for the most part, having Rapid Fire weapons helps to alleviate that. Also, they have an Armour Save of 4+. It's not Power Armour, but it's the next best thing.
Also, not to be forgotten, they can infiltrate.Start the game off with a few Objectives already captured.
Different types of Scouts
Close Combat Scouts
Scouts have an option to replace their standard gear with a Combat Blade or a Shotgun for free. Why did I include Shotgun in the Close Combat section? Because it's 12", S4, Assault 2. There isn't even any Armour Pen. Considering their standard-issue Bolter is 24", S4, AP5, Rapid Fire, why would you take a Shotgun? The only time a Shotgun is preferable to a Bolter is shooting prior to an Assault. Rapid Fire weapons cannot be fired in the Shooting Phase prior to an Assault, but an Assault 2 weapon can. The 12" range pigeon-holes their role even further. What I plan to do with my Scouts is make a 10-man squad with 5 Combat Blades and 5 Shotguns. It's a delicate balance figuring out how many Blades to Shotguns in a squad; The more Shotguns, the stronger the pre-assault Shooting Phase ... potentially softening up the target and making the Assault Phase easier. The more Combat Blades, the stronger the Assault Phase.
Painter's Note: Check out the gnarly paintjob on these guys! I've had a few emails asking me about if I started off painting at near my current skill-level. Let me assure you: no. I painted like crap for a long time before I started honing my skills (I don't even think too highly of what I can do NOW, but thanks for the positive feedback). I'm not prepared to show you my first paintjobs yet, but these were still a fair ways back; back when I thought it couldn't get any better than Basecoat followed by Drybrush. Also the eyes! I have more crosseyed figures in my basement than I care for, including a model of Azrael (shame of shames). I am definitely going to replace these guys with the new model line and a decent paint-job.
Long Range Scouts
Also an option is to equip your Scouts with Sniper Rifles for free. 36" range, AP6, Heavy 1. Sniper rifles wound on a 4+, regardless of Toughness (great for Carnifexes and Wraithlords) and have Rending to boot! Any roll to Wound of 6 immediately causes a Wound and makes that shot AP2! The "Heavy 1" and 36" range of this option are what make this Squad build a Long Range Scout. Best thing to do with these boys is to sit them in Cover with some Camo-cloaks (+1 to your Cover Save) somewhere removed from where the heat of the battle will take place and attach a heavy weapon like a Missile Launcher or Heavy Bolter.
Painter's Note: These boys were painted a good deal later than my Combat Scouts. I had long since left the drybrushing phase behind me as an all-purpose highlighter and moved into more of a high-contrast layering technique. I call it "layering" but it was just barely that. The colors were bright and cartoony. They're good enough that I'm not going to replace them (You'll notice I re-based them.)
Mid-Range Scouts
Standard Issue Bolters for the win. These Scouts find their role in the thick of things alongside their Brother Marines. Due to the lack of Combat weapons, play the mid-field and use their Rapid Fire to the best of its ability. I've taken a Heavy Bolter along for when standing your ground is what's called for. On the move, he still has a Bolt Pistol. Another cool thing about giving a Scout Squad a Heavy bolter: they get the free option of firing a Hellfire Round instead of their normal 3 shots. A Heavy Bolter's Hellfire Round is a Heavy 1, with a blast marker. It's also poisoned (always Wounds on a 2+) making it a great "Oh no you DIDN'T!" option when a Carnifex or Wraithlord gets all up in your Scout's grill.
Painter's Note: I just painted these guys last week, so the paintjob is recent. Nowadays I use Basecoat, wash, layering highlight on my models. All flesh was Deneb Stone followed by Ogryn Flesh, no highlight. Flesh and hair I do not follow up with a highlight because I actually want the more realistic subtle look. I leave the higher contrast effects for armour and equipment. The armour was based in a 2:1 Dark Angels Green:Knarloc Green mix, then washed in Badab Black, then highlighted with Knarloc Green. It's much less cartoony than my old method, and makes it look more gritty and real while still not sacrificing too much contrast. Cloth was based in Deneb Stone, washed in Devlan Mud, then layer-highlighted with Bleached Bone. Leather was based in Vermin Fur, washed in Badab Black, then re-highlighted with Vermin Fur. Bolters were based with Mechrite Red, washed in Badab Black, then highlighted with a thinned Blood Red.
You might have also noticed they have eyes. My hands have gotten steadier to the point that I tried adding eyes again. A black dot on a white area still stands out too much for my tastes, so I found that going over that with Ogryn Flesh brought down the contrast enough that it looked good and subtle, right where I want organic effects.
Overall Scout Tactics
The main thing to stress here is that in a Space Marines army, no one unit can do it alone. That's important. You do not have enough models on the table to take too many risks. Your units need to support each other.
OK, now since Scouts are scoring units, we're going to focus on taking and holding Objectives. Objectives generally come in 4 flavors:
Ones in YOUR Deployment Zone
Ones in Your OPPONENT'S DZ
Ones midfield, and
Ones out of the way of battle.
If the Objective is in Your DZ, the ideal candidate to hold this is a Long Range Scout Squad. Sniper Rifles and heavy weapons will do wonders here while still being able to participate in battle. They will do this role better than a Tactical Squad with a Heavy weapon, simply because Sniper Rifles have a longer range than Bolters. The Scouts are actually more efficient at this. In the spirit of No One Unit Can Do It Alone, sit a Heavy Support Unit with them. Make it a strongpoint. If you can convince your opponent that they don't want to go near that Objective, you've already taken one important step to victory.
If the Objective is in your Opponent's DZ, You will want Combat Scouts, Tactical Squads, and even Mid-Field Scouts to help out here. This will be the hardest kind of Objective to get, and will probably also need the help of whatever Fast Attack and Elites you have.
If the Objective is mid-field, you will want Tactical Squads and Mid-Field Scouts. When I talk of Mid-field, I don't just mean any area in between your Deployment Zones, I mean areas that will clearly become the zone where your two armies will concentrate their fire. Even when holding this Objective, your Mid-Field Scouts will be able to pitch in with their 24" Bolters (and Heavy Bolter if you took it.) Your Elites should be helping out here. When you've established ownership of these Objectives, it is time for your Elites, Tactical Squads and Fast Attack to converge upon the Opponent's DZ Objective(s).
Some Objectives are not in either DZ, but clearly are out of the way of where the main battle will be held. These are best held by Long-Range Scouts. This way you can capture that Objective that will take your Opponent too long to try to get to right from the beginning. If he/she decides it's a lost cause and focuses mid-field, you've taken another step towards Victory. Again, No One Unit Can Do It Alone. Out of the way Objectives are vulnerable. Be prepared at ALL times to come to their rescue with your Fast Attack Units. While your Troops and Elites push Mid-field, your Fast Attack should be hovering somewhere between the thick of battle and the Out of the Way Objectives, harassing your enemy's flanks. When the mid-field is secure, have the Fast Attack move on to converge at the Opponent's DZ with your assault oriented Troops and Elites.
Sergeant Telion
I wouldn't feel right discussing Scouts without mentioning the new Special Character Sergeant Telion. While awesome, keep in mind that he costs 50 points ... so if your main reason for taking Scouts is to get more boots on the field, this option would defeat your purpose.
That said, Telion has a BS of 6! That's not only a 2+ to hit, but if you roll a 1, you get a second chance (6+) to still make the shot! His Stalker Pattern Boltgun is considered a 36" Range (!), S4, AP5, Heavy 2(!) with Rending (!). That's a huge candidate for attaching him to your Long Range Scouts. Heavy 2, 36" Range with Rending! But we're not done yet! Eye of Vengeance allows YOU to allocate Wounds caused by Telion's shooting, rather than the opposing player! But we're not done yet! Voice of Experience allows Telion to give up his round of shooting to allow another model in his unit to use HIS BS of 6! Remember that Missile Launcher I had attached to the Long Range Squad? Ever made a hasty prayer to the Emperor when relying on that one last Krak missile shot to take down an enemy tank? Well the Emperor's answer to you is Scout Sergeant Torias Telion.
Now, while I have clearly shown you the benefits of taking Telion in a Long Range Squad, I should also mention that he has 2 attacks and a WS of 5, making him a decent accessory to a Combat squad as well ... but with every other ability and even his main gun aiming him towards a Long Range role, I wonder if it would be worth it.