Mega Scizor is very good. Not only is it A+ ranked on the Smogon ORAS OU viability ranking, it has awesome Attack and Defense, good Special Defense, and decent Speed. Technician is an awesome ability that boosts one of its best STAB moves, Bullet Punch. Here's a set I would run:
Scizor @ Scizorite
Ability: Technician
Impish Nature
EVs: 248 HP / 84 Attack / 176 SpD
-Swords Dance
-Roost
-Bullet Punch
-Knock Off
Due to its enormous Defense, Mega Scizor sets up extremely easily. It can heal of damage with Roost, and Bullet Punch smashes things into little bits after boosts. Knock Off hits the things that Bullet Punch doesn't.
In addition, non-mega Scizor is great Banded as well, with a set of the following:
Scizor @ Choice Band
Ability: Technician
EVs: 4 HP / 252 Atk / 252 Spe
-U-Turn
-Bullet Punch
-Knock Off
-Superpower
So overall, catching Scyther is a very good investment.