Personally, I think they should be allowed to hold another referendum given that Brexit would qualify a significant change of circumstance.
I don't think they would do well outside of the UK, they are currently running a deficit of 8% of GDP, it is hard to imagine them surviving as a global economy given the lack of diversity in Scotland's economy and its employment figure is currently on a downward trajectory.
Scotland relies heavily on the rest of the UK (especially London) to finance their budget. Considering the SNP's track record and its manifesto of increasing public spending, it does not look like they have a strong economic case for independence. As for other factors, I don't think there is any significant reason in support for leaving the union.
If they do choose to exit I think it would be both good and bad thing for the UK. The bad thing would obviously be market uncertainty in the short to medium term, added to the effects of Brexit. On the plus side it would loosen the UK's fiscal burden and create a more efficient economy in the long term.
Given that the UK's unemployment rate of 4.9% (currently falling) and Scotland's 6.2% (rising), I would expect a migration of workforce from Scotland to the UK as people move to where the money is. This could further harm Scotland's economy, especially the financial sector. I would also expect a re-union to happen in 3-5 years as the SNP loses support over the outcome.