Just don't buy an RWS scope.. Buddy had one and it just would not hold zero. he just shoots it with the sights. The air rifles are great but the scopes not so much. Kinda looked cheap too. Always heard good things about the Leupold ones but have never tried one.
My brother recently got an air rifle for rodent control, and I've since picked one up too. Nothing real expensive, he has a Ruger and I have a Remington. Both came with "cheap" scopes.
What we've discovered firsthand, and have found internet info to back it up, is this:
the cheap scopes themselves are not bad at all, but you need to figure out a way to mount them securely. As someone above posted, there is a heck of a lot of "odd" and violent recoil, with the piston banging around. The scope rings will come loose (even with blue loctite applied, and one of my rings stripped and broke when I attempted to torque it on more securely. When the ring comes loose, you then lose zero. Have to tighten these way more frequently than on a "regular" rifle; if you do, you will be pleased with the scope.
I've read some reccomendations on getting better rings, but I can't help you there. You might want to check somewhere like pyramidair.com and see which ones are the most liked.
Hope this helps; it would be a potential waste of money to buy a more expensive scope and find it shakes loose, just like the cheaper ones.