Scale mode is good for bands that don't use MIDI backing tracks. The key and scale of a song can be set before starting the song and the footswitch can enable and disable the harmonies. Scale mode is by far the best mode for blues scat-singing harmonies where you would like to bend your notes and have the harmonies follow perfectly.
For Scale mode to work, your song must have simple chord changes and "parallel" harmony where the harmony notes always stay a certain interval e.g. 3rd away. Not every song works with a fixed scale but lots do. It's the author's personal favorite.
Chord mode works well for bands that want to program backing tracks or harmonies quickly. By simply programming or playing block keyboard chords in the places where they're needed in the song, the pitch range of your singing will automatically move the harmonies so they maintain the proper interval. Chord mode can produce a lively, moving harmony while simply holding a chord on a keyboard while you sing.
Notes mode is for the purist, if you will. It allows you to create highly detailed and intricate vocal harmonies using a harmony processor and MIDI keyboard. In Notes mode, you must actually perform the exact harmony part on the keys. What works well is to record each individual harmony line on a separate sequencer track. You then play the tracks back together as a composite part while you sing. You can even use a separate _channel_ for each harmony part (up to four) with different pitch bends to create a vocal masterpiece.
Conversely, if you want the harmony part to be stationary, you can hold a chord on the keyboard and sing up an down a scale to produce static harmony plus moving melody.