The higher end scroll saws tend to have lower vibration and run quieter in my experience. A lot of this has to do with cast iron tables, steel frames, and higher quality machined components. They also can have deeper throats than the smaller dremels. Some also have a parallel link design so the blade travels nearly perfectly up and down, which means more complexity and therefore higher price.
A lot of entry priced saws now come with a lot of features that the big ones used to have, such as quick release tension levers and toolless blade changing.
If you want the true skinny, you can email Rick at Rick's Scrollsaw
. He probably owns one of every saw ever built in his collection... it's a neat site.
I have 2 Delta Q-3 saws that are virtually silent compared to my first yard sale find, an I am amazed at how slow I can turn the motor down and not stall the blade. Their mass keeps the vibration way down, and makes for a enjoyable tool for long hours working on projects.
Both of my bigger saws were second hand finds. My first one was about $300 in the late 90's, and the second one I picked up off of Craigslist for under $200. If I had to replace them now, I would probably looking at the Excalibur saws.
Once you're truly hooked on the hobby, you might want to see if there is a club, woodworking show, or SAW function near you where you can try a higher end saw. You'll appreciate the difference.