Burch... A scroll saw is a fine tool for cutting materials like wood, bone or ivory, all of which I have done. It does a fine job on these materials, and probably others. But I once tried cutting double-sided copper-clad circuit board with it, and 5 broken blades later, I gave up. The thickness of metal in circuit board material is so thin, it should have had no problem with this, but it just didn't work. I have also tried cutting thin brass backed by a very thin piece of plywood with no luck.
I think the advice others have already given is best... Get a jeweler's saw. I just all of my own inlays and patchboxes with a jeweler's saw, and it works beautifully. Many times, I also use silver for inlays, and the thinner the curf means less wasted material. A jeweler's saw has a very fine curf. Plus, you can cut extremely close to your final design, and have less cleanup which saves time. Go with a jeweler's saw is my opinion.
Matt