For me, I wouldn't buy a saw that only took pinned blades. from the listings numbers 1 & 3 can do both, The craftsman didn't say.
I wouldn't buy a saw with out toolless blade changes. The number of times you change blades having to take the effort of using a tool everytime gets old. I also am terible about being able to keep track of the little allen wrench that you usually have to use. (and I swear that they make the screw something funny so that all of the other allen wrenches in the drawer don't work, but thats another rant, lol)
I really like the look of the mastercraft. I have never used one, but I am a chick and how it looks is really important. It looks like you linked to the higher-end of two mastercraft scroll saws. That might be a good thing.
I have seen the craftsman at sears, I even played with it for a bit in the store and I didn't like it at all. The entire thing looked and felt cheep. But again, it might be just me.