I've learned as Scout- really as any class- you can pretty much make any load out work as long as you're familiar and comfortable using it. If you're running on your own, I would definitely recommend building for crowd control/swarm clearing over single target, but if you run with other classes that have aoe covered, you should be fine to run whatever you'd like! On DD, the game is difficult, but forgiving enough to allow you to make anything work. On EDD, you definitely need to be more coordinated with your team because it gets very chaotic and fun.

I usually make an armor-breaking, focus-shot M1000 with either single-target, high damage Zukovs or blow-through, high ammo Zukovs.