I usually unlock at least mark 2 scouts - mark 1s are great for scouting two-three planets away from your territory, but if you want to formulate a long range strategic plan, you'll need to scout a long ways beyond that, which is where MK 2 and 3 scouts come in. Plus, like others here, I like to leave scouts posted on AI worlds just to keep an eye on things, and MK 1 scouts are perfect for that duty.
Pro-tip: Follow a devourer golem (at a very, very long distance) to drastically increase your scouts' survivability. The devourer golem will clean out most of the guys stationed at wormholes, letting your scouts coast through without getting shot at too much.