Overview
Scouting in StarCraft is very important primarily because of the Fog of War, which prevents players from knowing exactly what has happened at a particular location. Intelligence becomes critical when deciding how to appropriate resources; each race has some units that are cost-effective against the most enemy units but are also the most vulnerable against others. To counter this problem, each race sports various techniques for increasing the player's knowledge of the enemy.
Note that in Single Player and Melee versus computers, the AI will never be affected by the Fog of War--they know exactly where the players' units and structures are, excepting Burrowed, Cloaked, and Hallucinated units.
Terran Scouting
The Terrans are at a disadvantage in the early game for scouting, primarily because their Marines are needed at base to defend against the faster and more flexible Zerglings. Shortly afterward, however, Terran Firebats and Stim-Pack become slightly more effective. Scouting is also of less importance for Terrans early game, because the Marines can resist both ground and air attacks and ComSat Station, which provides detection coverage, also arrives early in the game.
After the construction of the Factory, players can choose to either Addon Machine Shop to quickly gain the important associated upgrades, or first produce a Vulture. Vulture speed-bikes are well, fast, and even faster with the upgrade, making them great for scouting. In fact, they may scout deep into an enemy base and back out without being destroyed once the player has the Ion Engines upgrade. Vultures serve a triple purpose: 1) their attacks do excellent damage against Zerglings and they are fast enough for successful hit-and-run tactics against even speed-upgraded Zerglings, who still use melee; 2) they are excellent scouts, especially with the speed upgrade; and 3) they each have three Land Mines, which may be sowed at bottleneck locations to impede enemy attacks, at enemy base entrances to monitor their activity, or at optimal main-building construction sites to destroy the enemy attempt to expand.
After the construction of the Academy, players can choose to Addon ComSat Station, which grants a temporary view and detection of a target location. Judicious use of Telsat can provide uncontested view of an enemy base without placing any units at risk.
Late-game reconnaisance is mainly through the Wraith, which can become invisible for an energy cost.
Zerg
At the beginning of the game, the Zerg Overlord can immediately be sent on scouting missions, though this is better for discovering the location of the enemy than for learning the complexity of the enemy base because the Overlords are slow and form a critical asset early in the game.
By far the best Zerg scout is the Zergling. Like the Terran Vulture, the Zerglings are swift; however, they are also cheap, which makes using them for reconnaisance a cheap endeavor. Their ability to burrow allows them to spring surprise attacks on enemies as well as provide cheap sentry of an area. Players may burrow them at optimal base locations to 1) detect and counter enemy attempts at expansion; and 2) by existing at the location, preventing the enemy from building its main-base structure (Command Center, Hatchery, Nexus). The fact that Zerglings can be split into two for just 50 minerals makes them a particularly valuable asset; their ability to quickly deal 60 damage makes them effective against SCV's, Drones, and Probes. All other Zerg units are simply less effective at providing reconnaisance than the Zergling.