I've done so much scroll work it would make your hair curl lol. first is use the attachment for the pin less blades, depending on how thick your wood is is what size blae you use, so 1/2 in I'd go with #5 or less blade, the lower the finer work you can do, but #5 should be good for gears, get one of those magnified light things, help a LOT to see your lines. Use the clamp thing to keep the wood on the table if your saw has one, keeps the wood from chattering , also use reverse tooth, helps with less sanding. try different blades and sizes till you find the ones you like. The pin less will help with any fret work you do on your gears, pain getting the pin through any hole you drilled. go slow at first and keep the machine at about half speed or more, the slower it goes the more it chatters unless you use super fine blades.
I use the dewalt 20 inch scroll saw, mid range. not to expensive but a nice machine.
Oh make sure your table is square to the blade so have a small square available.