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Each scale has its draws, but bluntly:
What is the Focus of your scale?
If it is a City or generally macro item, you want it to be small in scale, probably 1:2000-ish. If you want it to be a Roleplay item, be it a transformation device or similar, you want it roughly 1:1. This, however, depends primarily on what you can work with, space-wise.
Tried to put it simply as I could, but:
City < Faceless Army < Large Building < Small building/large vehicles < Team/Squad < Character/Small Vehicle < Single Character < Roleplay item
There's obviously odds and ends that don't fit this, like a single/multiple planets, roleplay items that are non-scale(like the weapon of a mecha or similar).
Scale is useful, it makes things more believable, but remember to collect in ways that are healthy for you and that toys should be fun.