I will always scalp/middle at least part of the bet, unless one of the sides is at a book which I know takes action against winners, and this tends to be the case more often than not when I find a scalpable/middleable line. Since there's only a finite about of money I can win from these books, I prefer just betting one side in this instance.
If I don't believe both books will take action against winners, I will scalp/middle at least part of the bet, weighting my bet towards the side that I think is the right side. I bet Illinois -500 the other day and bet it a bit bigger than I would on a typical bet "knowing" that I would be able to get a scalpable ML. I can get W. Milwaukee +620 now, and will put a bit on that, but because I think Illinois -500 is the right side, I will weight my bet accordingly.