Usually the answer to a Pokemon with a really bad weakness is a second Pokemon that is both Super Effective against that typing, and recieves Not Very Effective from that typing. So if you're worried about Fire attacks taking down your Scizor, you should probably consider using a strong Water type.
Historically, Scizor enjoys being on a Rain team, because in addition to Rain reducing the damage of Fire type attacks, it is mostly Water type Pokemon that fill out a Rain team, making Fire types a rather poor choice against such teams.
You could try a bulky Weakness Policy set, I suppose, but Scizor really doesn't have the stats to be bulky. Weakness Policy would not reduce the damage from a Super Effective attack, but it will be consumed when hit by one, increasing the holder's Attack and Special Attack. This can get you "over the hump" to bring down whatever hit you for Super Effective.