Make you have enough money and/or resources to pull it off. If you use Explosive scrolls, make sure you have a back-up weapon.
So what should I aim for once I do start using Scrolls?
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TO DO LIST:
[X] Get to First Job (Pirate)
[X] Get to Second Job (Gunslinger)
[X] Get to Third Job (Valkyrie)
[ ] Get to Fourth Job (Corsair)
[ ] Get Cygnus Character to Level 120 (Blaze Wizard)
If you mean what equipment to scroll, I'd say your weapon comes first always. It's the biggest factor to your damage.
After that (in a rough order increasing in expense)...
Cape, earrings, gloves, boots, helm, overall/top/bottom, belt, accessories, shield
‡ Mudkip ‡ 66 Lann ‡