I wanted to touch briefly on the security concerns for having Scalr accessible via the Internet. If you are running your own install of Scalr this is an important factor before even adding the first farm. For my own sake I will not getting into my exact setup, but instead talk about a few approaches to locking down access to Scalr.
Possibly the best approach is to limit access to Scalr interface to internal network requiring users to use OpenVPN or some other VPN solution to access internal resources which would include Scalr. If you are hosting Scalr on an AWS instance be sure to set the security group to only allow the port you are running for VPN. You can find a quick and dirty howto for OpenVPN on an EC2 instance at Google Books.
Another option is to use SSL and mod_access (Apache 1.3) or its renamed equivalent in Apache 2.2 mod_authz_host to limit those who have access to Scalr interface. You should for sure at least use SSL to access Scalr. You can also add a layer of authentication for good measure using Apache Basic Authentication.
Being that Scalr controls the rest of your AWS setup it is by far the one thing you want to lock down as much as possible.
Saw this article when looking for information on using OpenVPN with Amazon Web Services. It is not exactly what I am looking to do with my latest project. But it is some good helpful information for those with existing infrastructure looking to use AWS. There is also VPN-Cubed which is another option if looking for a supported product. I have not used it but would love to hear some comments by those who have.