Defence, without a doubt.
Scizor's defence is through the roof and almost as high as his attack stat. You should definitely breed for defence, to make a bulky sweeper. I've played Monotype and unless you have a fire type around, a mono steel with Scizor is almost unstoppable.
If you want both HP and Defence on your super duper Scizor of doom...
Breed the two Scythers together. It will fill the empty boxes of defence and HP, while also abiding to the gene pool, which, if you don't know, means if two people share a gene and have a baby, the gene has a higher chance of being in the baby. This is terrible when you delve in the world of human genetics, due to consequences of inbreeding (King Charles of Spain, my point exactly) but in Pokemon this is how you get your result. See, if an IV is shared, it passes down more smoothly, so you'll have a higher chance of having a Scyther with Defence and HP and alllll the other stats you need.
In case they are of the same sex...
Breed them with another Pokemon until the said Pokemon and your Scyther produces a baby of the opposite sex of the father/mother that has all his/her IVs, and assuming the two Scythers come from the same mother, breed that daughter/son with her/his uncle/aunt, Yes, it's a little incest-ish. (Is that a word? It is now.) though it will help you with your breeding to fill in the gaps.
Hope I helped.