I've heard of other parties allowing a stealthy character to scout ahead. None of ours ever have. Mainly because of this scenario:
Rogue wanders off ahead, stealthily, keeping enough distance between him and the rest of the party that the enemies can't hear the noisy paladin(i.e. 50-200 feet or so). He gets to a door. He listens at the door and either rolls low or the enemies aren't making any noise at all and the door muffles any sound they do make. He doesn't hear any enemies. He opens the door to scout it for the party. As soon as he opens it the enemy sees him, since he has no cover. Initiative is rolled, enemies go first. Rogue dies when every last enemy attacks him, as there are no other targets they can see. The party is so far away, the enemies get to attack the rogue a second time before they can get there to help him.
Also this scenario is just as likely:
Enemy managed to roll high enough to spot the rogue as he is stealthing down a hallway. The rogue doesn't spot them. The enemy gets the drop on the rogue during a surprise round and drops him in a single round. The party is so far away, the enemies get to attack the rogue a second time before they can get there to help him.
Since these things have happened so many times, we no longer let the Rogue scout ahead. He stays in the middle of the party so that when we run into enemies we are all together and the defender is the first thing the enemy sees.