I was blessed with a talent for accents, I don't know if its genetic, or due to the fact that I was bilingual from childhood and figured out in my brain how to speak spanish with a spanish accent and english with an english accent, so that I didn't sound "foreign" in either.
I've been able, due to that I suppose, to imitate Scottish, French, German, English (lower and upper class), Hindi, Russian/Eastern European, and Chinese accents to great effect. I don't know if well enough that a native of any of these countries would not catch it (I suspect they would) but well enough that I've used the Scottish accent in a public place with someone who didn't know me and he didn't realize I wasn't Scottish. For all intents and purposes that's the real litmus test to go with; unless you're planning to take up work as a deep cover agen't IN Scotland, it really doesn't matter if a Scotsman can tell you're faking... unless of course you have a Scotsman in your gaming group.
The only advice I can really give you is, yes, watch all those movies already mentioned, but also if you have the chance record your voice, with the scottish accent, and then listen to it. Everyone's voice is different on tape than how we hear it spoken, and the only way to tell if you're really doing the accent correctly or just making a fool of yourself is to hear a recording of your own voice doing the accent. That will also let you more effectively check for little slips.
Nisarg