I lose very few games and I ALWAYS start with my warrior 'scouting' and then 2 scouts hunting ruins (and of course exploring my close terrain in the process).
On a small or standard map I will regularly get +100 or more gold, at least 1 tech, at least 1 city pop boost, and at least one of my scouts turned into an archer and/or my warrior into a spear (I find the archers much more useful since that warrior should ultimately become a much more powerful sword, so I usually send him home to defend against barbs unless he's making great progress). Without question, if one of my scouts becomes an archer, he turns home immediately because otherwise he'll be sacrificed to barbs. Usually what I am left with from my 'scouting' is +1 tech, +1pop, and +1 or 2 archers. As soon as I get iron or horses, you better not be the closest civ because I'll be on my way with an unbeatable early army. If your scout stays just a scout, well he'll make a great worker-stealer from the closest city-state with the same resources you have, and there he has more than paid for himself. So yes, scouts are worth it in my opinion.
