Don't stress on it too much, guys - it's true that some instruments take on greater or lesser importance depending on the phase of flight, but once you've been flying on instruments for a while you'll develop a feel for where you should be looking most at what time.
If flying schools were to teach a single basic scan for everything, they'd be oversimplifying how most people really do things, and doing their students a disservice. For example, in a turn through a decent amount of heading change, the compass is less important than the AI, VSI and altimeter. Similarly, in a climb or descent, the altimeter's not so critical (as long as you're monitoring it regularly enough to keep tabs on how far you've got to go) until approaching the desired altitude - all common sense stuff.
If you're confused, I think the main thing to remember above all else is to spend the vast majority of the time on the AI, and control your attitude in small, positive increments. Set attitude and power, balance, then scan.
If you feel like it's getting on top of you, have you specifically set an attitude, or are you kind of waving it around somewhere in the general vicinity of where it's supposed to be?
Also, use your peripheral vision. While looking at the AI, you can see all sorts of things such as the VSI trend, etc, so think about that.
Finally, there's also a mini-scan to be done on the AI itself - pitch dot, gull wings and bank pointer. Spend most of the time on that and you'll be OK.