IMO, there is value to both an independent and a scroll chuck for every lathe. I would suggest getting 1 of each! Typically folks get a 3 or 6 jaw scroll-chuck, and the 4 jaw independent. Unless you are going to be holding square stock A LOT, there is no good reason to have an 4 jaw scroll chuck.
I find myself needing to do it rarely enough that dialing it in is not that big of a deal. However, the affordability of a decent 3 jaw scroll chuck, mixed with how more often I turn round stock in cases where a scroll chuck works (that is, when concentricity against the existing diameter doesn't matter) means living without one would be tougher.