I have all of them.
For someone starting out, I would recommend the scroll saw, BUT with the goal of getting a bandsaw quickly. I'm in a hurry, and I don't like using a coping saw...I don't even have one anymore.
Having said that, I use my bandsaw the vast majority of time. Cutting out parts, ripping strips (less waste than a tablesaw, BTW). a 10tpi blade is the most I would use-it's better for plys, and 15tpi the smallest, esp. ifyou are doing thinner balsa. A good compromise would be 12tpi (that's teeth per inch, BTW).
As others have said, get quality. My bandsaw is a sears 14" throat depth, and the scrollsaw is also a sears 16". Both have cast tables.
A drill press is nice, but not really needed in this hobby. But you'll want one anyway.
I don't have a spindle sander. I have used a "robo sander" (sanding drum) in the drill press in those rare instances I needed to do internal sanding, usually large formers.