Rotom-A is easily the best counter to Scizor, packing resistances to Bug and Steel as well as an immunity to Fighting. However, Choice variants will have to be wary of Pursuit when locked into a resisted attack, and the odd Night Slash can catch Rotom-A off guard. Gyarados also does extremely well, being able to switch into almost any move Scizor could possibly carry with no repercussions due to Intimidate. Zapdos is in the same boat as Gyarados, and while it may not have Intimidate on its side, it can Roost off any damage incurred or retaliate with Heat Wave, something Gyarados can't do.
Heatran's 4x resistances to Bug- and Steel-type attacks makes it a good choice for countering Scizor. However, switching into Superpower can mean a quick death for Heatran, so be wary. Magnezone works extremely similarly, and if it can get in on a Pursuit or Bullet Punch, it guarantees Scizor's elimination due to Magnet Pull. Scarf Magnezone with Hidden Power Fire is especially notable for doing this, as it cannot be outsped by non-Choiced Scizor.
The majority of physical walls can perform relatively well against the Choice Band set, such as Gliscor, Hippowdon, and Skarmory. Skarmory specifically packs a 4x resistance to U-turn and a 2x resistance to Bullet Punch, so it can take advantage of Scizor to lay down Spikes. Forretress can do the same, but lack of instant recovery makes it a slightly more unreliable choice, as it can be worn down more easily by Superpower or random hits. However, note that these Pokemon do not do nearly as well against Swords Dance Scizor, which can pack Roost to turn these Pokemon into setup fodder. They are also reliably 2HKOed by Scizor's moves, be it Bullet Punch or Bug Bite for Gliscor and Hippowdon or Brick Break / Superpower for Forretress and Skarmory.