That's like going back to how we mined bitcoins >2 years ago before pools and longpoll. The answer is set the scantime as low as you can before the hashrate drops. If you're solo mining, something like 5s is usual for sha coins. However it can be slow to return results for scrypt so you'll have to experiment.
Thank you for the advice. I have two more questions:
1. I don't see a reduction in the displayed hash rate when I decrease scan-time. Is the displayed hash rate reliable at very low scan-time?
2. Is scan-time=0 a valid setting? According to the README, scan-time is an "Upper bound on time spent scanning current work, in seconds", so it sounds like 0 wouldn't make sense. However, it appears to work, and I found that scan-time=0 allows cgminer to detect new blocks slightly more quickly than scan-time=1. At this moment there are ~5 CNC blocks per minute so every second of stale work counts. I'm solo-mining and I haven't mined a block since I changed to scan-time=0, so I can't tell whether it's truly working.