This is not going to be a discussion on which blade or manufacturer is best, it is meant as a guide to help beginner scroll sawyers be successful.
These are my observations...
Use the size of blade that you feel comfortable with. With this in mind and as your experience grows strive to use finer and finer blades. It is impossible to do fine detail work using a #7 or #9 blade.
I usually stack cut my work. This means that I will use several layers of wood to make more than one piece per cutting. I will stack anywhere between 3 and 8 layers of Baltic Birch ply, wrap the bundle using tape and apply the pattern to the tape.
Next is the blade selection... If the cut is very fine I use a #2/0 blade (I have also used a #8/0 jewelers blade on extremely fine cuts; just let the blade do the work DON'T PUSH, you'll eventually get the cut done). I do most of my cuts using a #1 blade (up to 1/2" thick) or a #3 blade for long straight cuts or thicker material. Very seldom I have to resort to a #5 blade.
Experience is the only teacher that will tell you which blade to use.
My blade of choice is the Flying Dutchman Ultra Reverse. These blades are extremely sharp and very aggressive and are available in #1, 3, 5, 7 & 9 sizes. For the #2/0 I use Flying Dutchman Scroll Reverse and a standard cut blade for the jewelers blade.
Don't buy blades just because someone told you they were the best. Try the blade yourself and then make your decision. I tried 10 different blade types of the #2/0 before I found one that I liked. Some people have told me that the only blade worthwhile for scrolling is the Spiral Blade. I tried it once and decided that there is not enough wood left on the planet for me to learn how to use one.
Hope this helps...Keith