In Neither Here Nor There, Bill Bryson describes a trip he made to Hammerfest, the northernmost inhabited town in Europe, to see this. He went in the middle of winter, in the howling cold, stayed a month (I think) and saw it just once.
I've travelled all over Scotland at all times of the year, on many occasions both on holiday and while working, and I've never seen them there - or anwhere else for that matter.
Scotland's a great place to visit, I'll move there one day, but don't go expecting this phenomenon. Just go and enjoy the views, the people, the food and the peace and quiet. I'd recommend the likes of Applecross, Shieldaig or Gairloch - all on the north west coast. Or Ullapool if you want a bit more life. Enjoy.