I was recently using one of the port scanners to see what kind of fingerprint it would return on a new server I was deploying. This process actually shot down an OpenSource application server running on the box. It's not a huge problem for me because this was a FastCGI connection only used for communication between the Web Server and the App Server, so I had put in a filter rule to block connections from the outside world. But, this happened to me years ago on a production machine which was scanned. So, scans are more like somebody throwing rocks at your house than someone checking the door knobs. Some windows are likely to get broken...;-(
Mike