If you want to set up a new saw here's a few things that you will probably want in the long run.
- stool. Mine is padded and folds up to get out of the way. My shop is small.
- light. There are lots of options. Mine is an LED goose-neck clamp-on that had the clamp connected by a nut on the goose-neck tube. I removed the clamp and the screw connection fit into the hole that used to hold the hold-down on my EX-21.
- foot pedal. I think most of the postings preferred the dead-man type.
- surge suppressor. If your saw has an electronic speed control then you should protect it from power grid surges. I use a strip meant for protecting a desktop computer, and have some extra outlets to use as needed.
- vacuum. Some saws have vacuum ports. A small shop-vac type is plenty for the scroll saw. I made the adapter from vacuum to saw from a piece of 3/4" pine. It's easy to pull the hose off the saw to clean up around the table and floor.
- dust masks. The type with a flap near your mouth for a check valve lets you breath out without fogging your glasses.
- sand paper or emery cloth. A 15 yard roll of 1" wide lasts a long time and lets you rip off small pieces as needed.
- clear packing tape. Cover the pattern before cutting/drilling to lubricate the cutting edge and strengthen the paper pattern.
- stick-on label stock. Full sheet (8.5" x 11") label stock makes it very easy to print and attach the pattern. You can get it for about $0.10/sheet.
- blue painters' tape. Used to connect multiple thin pieces when stack cutting.
- drill press. Scrollers usually work with thin material so a small drill works fine. For a long time I used a Proxxon (like a Dremmel) in a stand. That lets you get to the smallest drill bits for the 2/0 and puzzle blades.
- small drill bits. The biggest I usually use for scrolling is 1/8". For detailed work you can go down to 1/32" bits for the smaller scroll blades. Number drill in the 60-70 range are about right.
- lots of scroll saw blades. If you buy a selection in quantities of a dozen each you can get a feel for the ones you like best, then buy 1/2 gross or gross for a pretty low price. #1 and #5 seem to be favorites, with features like tooth shape and reverse tooth mixed in.
- scratch awl. Use the awl to mark the locations to be drilled. It makes it much easier to center the drill.
- computer/printer/scanner/software/etc....
Is that enough to get started?
You don't need it all at once, but you'll probably be looking for it within the year. Scrolling is a great hobby, but be careful about breathing the dust - look around this site or others for a Wood Toxicity chart. It's easy to get what looks like emphysema after a week with even some common local woods. The vacuum and dust masks help a lot. Others use fans etc. to control dust.
http://www.wood-database.com/wood-articles/wood-allergies-and-toxicity/