(Eldragon - great post. I like your progression of consequences. Its going into my DMs folder of ideas.)
Here's another idea to consider: Give the player what he wants. I love it when my players cast scry, because I almost always use it to give them the information that I want them to have. (In fact, I frequently ignore the target's chance to notice the sensor if I reason that they are distracted and/or I want the player to see this.) I use it as an opportunity to present a "cut scene" and reveal some of the backstory of the game.
Just think of all the possibilities. What is the target actually doing at that moment? Maybe they're sleeping, eating breakfast, exercising, pouring over an ancient tome of magic, or doing something that is completely empty of useful information. Or maybe they are completing a negotiation with an ally, or writing in his journal, looking over his battle-plans, or giving key orders to one of his minions.
I usually use a scrying attempt as an opportunity to give the player information I want him to have. I give him clues that will direct him to the next adventure, or give him something that will lead him to move forward on his current task.
For example: The players are investigating the mysterious deaths in the city and they think it may be vampires or it may be mind flayers. Its really mind flayers, but they've had problems with vampires in the past, and know of a vampire queen and suspect she's the culprit. I want them to follow-up on some clues to go look for mind flayers in the sewers. So they scry on the vampire queen, and they see her talking to a group of minions. She demands to know what is going on in her city! She says the cattle are being culled by poachers, and she won't stand for it. One of her minions suggests that he's heard rumors of mind flayers. Another mentions a clue that he saw a tentacled beast near Plot Point Warehouse. The queen orders them to investigate and bring her any creatures alive for questioning. End scry.
This leads the players towards the intended adventure plot (and gives me ideas: maybe I'll include a band of vampire spawn at a certain encounter that helps/hinders the players), and it does so through their own efforts, so they are rewarded for using their skills. Also, it gives them more options to think outside the box. Maybe they'll survey the warehouse and let the vampires go in first to "soften up" the opposition? Or maybe they'll try to beat them there to rescue the human captives (whom the vampires would surely kill).
When players scry on their enemies (and when they use other divinations) they are basically begging for the DM to give them guidance. As a DM, you should give them what they want, and do it in a way that drives them towards whatever direction you want them to pursue.
Ozmar the Player-Herding DM