In addition to the typical collection of chuck types, I have a 4 jaw scroll chuck. I agree with Bob that a 4 jaw scroll will theoretically not hold as well as a 3 jaw but I haven't noticed any loosening or greater inaccuracy with it. However, I use it mainly for holding square work that is machined in one go. The main advantage to using it for square work as opposed to an independent 4 jaw is that it self-centers so I don't need to mark a center and hope my drill aligns; I just chuck it and go. As mentioned, unless you do a lot of work with square stock I don't think a 4 jaw scroll chuck is worth the money.
If you have to re-chuck things once its turned then a 4 jaw independent is the best option. I say best because you can get just as close with an adjust-tru type 3 jaw chuck but its going to cost you. Try pricing a Buck or Bison or Pratt Burnerd chuck, then add the cost of a D1-4 backplate and you'll see what I mean. I want one but cannot justify the cost over the already excellent 4 jaw independent chucks I already own.