Having derailed things somewhat, I'll now respond to the original questions:
I've always had fun with playing characters that were "in between" two groups, and my old group from college has been much the same way. Now that we are all reading the Dresden RPG, the various Scion-like ideas are coming out to play. It also doesn't help that we've all played White Wolf's "Scion" and "Exalted" lines, which just adds fuel to the fire.
Yeah, I'm in a similiar situation in regards to previous readings, actually. Though my group has only one actual Scion at the moment (well, not counting the Changeling).
So my question for you: what sort of Scions have you made and used in your game?
Well, in my game there's a Fetch-spawn Changeling Troubleshooter with Seelie Magic (long story), and an ex-Con Woman turned Madame daughter of Loki in my current roster, and two of the three people who are unavailable right now but going to play are Scion-like (a half-demon and a thief whose family long ago made a deal with Hermes for power). So there's those.
Do you prefer to use the "traditional" kind (i.e. half mortal, half deity), or have you used a different approach (such as the Changeling idea; half human, half something else)?
Depends on what the player wishes to play. I mean, I think Scions should be kept fairly rare, so as to be something special, so I don't have a whole lot of NPC ones.
What other entities have you used besides the mythological gods?
Demons and Fairies so far, but I can see using almost anything.
What of the descendants of an original scion (for an in-game example, think Mouse)?
The character whose family made a deal with Hermes is basically one of these. Or an Emissary of Power, depending on your perspective.
What is your approach to designing/building a Scion? Have you gone low-refresh with acquiring powers as they "awaken," or did you just toss your powers together and said "Go"?
More the second than the first, I think most Scions at Submerged power level (where my game's set) are probably experienced enough to have figured their basic power-set out by now.
The idea of Scions also got me to thinking of the following. . .
What about the traditional Dhampir and their various retellings? Would you just modify the Red Court Infected, or would you recreate them using the Black Court?
I might allow something like that for the Black Court, yeah. In my world, the Red Court are native to the Americas and those Dhampir legends in medeval Europe had to come from somewhere...
What about using a "minor" entity as the parent? This can still include changelings and most demons, but I'm referencing things a little less common, like specific entities/beings or a specific but rare classification of an entity? (Dragons, Valkyries, Ancient/Unaligned Fae, etc)
Well, I doubt our Half-Demon's family are going to be very powerful, and the Changeling has already surpassed his Fetch father in power (and killec the bastard).
Have you ever thought of a descendant of a non-scion hero having abilities of their ancestor? The idea of a hero that was NOT the child of a deity/entity, but his/her specific gifts have somehow passed through the bloodline tends to be an amusing plot device for me. (Examples in myth include Sigurd/Sigmund, although many other heroes can be viewed as options).
Again, depending on perspective, the Hermes-blessed thief could fall into this category.