One additional opinion in favor of non-scaled foes. Others have raised solid points in favor, namely that constant scaling removes much of the sense of power progression throughout the game, which for some roleplayers like myself, is part of the fun of the experience (and certainly much of the fun of leveling.) If enemies always scale equally, then there is never any evidence that my PCs have gotten stronger in anything, only that they learned a few new skills. That's better than nothing, but not the same as seeing some lowbie quake in their boots as you stroll back through an early area with your hard-won experience and gear.
The flipside (also mentioned previously), is that you can occasionally risk more than the devs expected you to, and navigate a higher-level area via stealth, cunning, or just packing a lot of supplies! These experiences feel like you're "getting away with something," and are inherently exciting. Often this means a big reward in either items or XP, prizes that may be disproportionately great for your level, which feels awesome! But failing that, it is still satisfying to feel like your character went in search of greater challenges and was successful in the face of stacked odds.
These are all points in favor of unscaled enemies for the sake of fun. But I also feel like enemy scaling is just "weird" in context of the game world. It doesn't feel accurate to find that all entities within the world are advancing in power and expertise at the exact same rate as your PCs. It stretches suspension of disbelief, damages credibility of the world.
The trick is balancing the pre-set enemy levels so that you can sense additional challenge coming, and not just get slaughtered if you step a few feet off the preset path. The greater the power steps between levels, the harder that is to get right. If a baddie one or two levels above you is already an impossible foe, well, then, that does suck the fun out of the system. Borderlands is an example of a game that offered unscaled enemies, but got really aggressive with the stat bonuses/penalties between levels. The same weapon that would ravage an enemy one level below you would hardly scratch one above. So even though the was some illusion of varying challenges for the PC, in truth they were railroading the experience pretty hard. That's un-scaled foes done poorly.
