The scout heroes, in my opinion, all have something that helps them scout and have something that makes them combat effective. I'll go through the list.
Merry/Pippin (Rohan/Gondor): I'm putting these two together because of how similar they are. Because both Gondor and Rohan have no 1 point Spellbook scouting power, these 2 hobbits you will really be you only way of scouting just as the game starts. And they are both very useful. Pippin's ability allows him to have a very far vision range, which is extermly useful for scouting. Merry's ability, a speed boost, while not as good at scouting, does have its scouting uses. And also has the benefit helping him chase down enemies, or run from them. Both of the have cloak, which can help in many situations, such as scouting and getting away from danger. They are both are combat effective at all times of the game (early game because of rocks to kill trolls and the choice of upgrading them, and late game because of their lvl 10 Noldor Daggers, which do a lot of damage, making them decent at finishing off enemy heroes).
Bilbo (Ered Luin): Has some identical abilities to the other hobbits (cloak and throwing rocks), as well as an ability that is similar to Merry's (which doesn't last as long, but also increases his damage). His level 7 ability summons money, something like 1500 if I remember correctly, which is very useful. You can leave him in ur base for free cash whenever the ability is available, but I found that getting him killed is more effective, because Bilbo is cheap, you get more money then you lose remaking him, and getting killed resets the ability's timer. Mithril Armour makes him a more effective late game fighter, but I would recommend giving that Armour to the other heroes before you give it to Bilbo.
Scout of the Iron Hills (Iron Hills): The only mounted scouts, meaning they are the fastest scout in the game. They also have a very wide vision range. You can also have 3 of them for relatively cheap, making them the best scout heroes at scouting. However, they are pretty awful when it comes to fighting early game to make up for this. Once you have Dain, however, you will be able to make them entire groups of Ram Riders, making them good cavalry units. (DISCLAIMER: I am aware of a bug that makes them insanely effective early game as of version 4.2.1. However, because I consider it cheating, I will not talking about how to do it or what it does.)
Nori (Erebor): While only decent at scouting, Nori is very useful because of his auto-leveling ability, allowing him to become more effective just by being alive (with him automatically getting Mithril Armour at lvl 10). He has a speed boost, useful for getting in and out of combat, a knife throw, good for dealing will fleeing scout heroes and some creeps, and a teleport that damages enemies. But his most useful ability is his Dori Summon. It's basically like having another scout hero in combat, and at level 10 Dori has AoE and Knockback. Dori does have a timer however, so use him well in the time you have him.
Rumil and Orophin (Lothlorien): The brother's of Haldir are very effective in combat. While not having many unique abilities (Speed Boost and Stealth, both with many uses), their damage early game is good, and having a long range Scout hero is is very useful against creeps. They also have an ability that heals themselves, good in tough situations. But I'll be honest, I've never gotten either of these 2 to level 7, so I actually don't know what their last ability does. I've heard I'm not missing much though. Don't waste Gift of Lorien on them. There are so many other heroes with better upgrades.
Gorbag/Shagrat (Mordor): These 2 don't really have any abilities that help them scout (Besides Gorbag's Orc scout summon, which has its uses). What they lack in scouting is replaced by how effective they are in combat. Gorbag is very good at killing other scout heroes, due to his high attack speed and poison damage. Shagrat has more armour an AoE attack, at the cost of speed and attack speed. They both can steal money from buildings (but Gorbag's is just better so use his), Can summon the other hero to help in combat, and can summon a horde at level 10, which changes the summoned unit depending on who is out. I prefer Gorbag in combat, but Shargrat has his uses, namely summoning Black uruks on a building to defend it.
Bill Ferny (Isengard): An extremely strong early game scout, he is argueably the best in combat. Upgrading him to level 10 gives him an Ability that makes him have very high damage, Armour, speed, and steal money from whatever he hits. And that's really his the only ability u need to use. He does have other abilities, such as disguising as another unit, good for scouting, and he has detect the nearest enemy hero, but if you're buying Bill, it's for his level 10 ability. However, after early game he really isn't that useful because his damage isn't that good in late game.
That's all of them for now.