Yep..like JT says. Also, saws that use pin blades require an adaptor to use pinless blades. The adaptor is a real PIA. The adaptor creates a 3rd pivot point, and sometimes even creates 4 pivot points depending on the saw. A regular pinless saw only has 2 pivot points. More pivot points means your blade will wander as you have less control, and when the blade breaks, the adaptor or adaptors fly out of the saw and you have to retrieve them. It takes longer to change a blade because you have to install the blade into the adaptor and then into the pin sets. Using a pin blade is not faster than using a pinless blade when it comes to blade changes either. I bet I can change my pinless blade faster than you can change a pin blade.
I would not recommend a saw lesser than the Dewalt. It is the bottom of the line choice in more expensive saws...this means it is a great saw, just the bottom of the list of great saws to own. If you are going to buy a scroll saw, you want a saw that can do almost anything so it won't turn you away from wanting to use it, yet at the same time, you dont' know how much scrolling you will do throughout your life being that you would be new at it, and so the Dewalt is the best choice for you money. If you were to decide down the road you hate to scroll things, then the saw is easy to unload without you losing all your money. If you were an experienced scroller and knew that you would use the machine to death, then I'd recommend getting into a Hegner, Excalibur or RBI.
If you buy a machine for $50 at a box store, you will be turned off. It will give you a false impression of the true versatility of the machine. Sure, at first you will have to learn proper techniques for scrolling, so you will be to blame, but it's difficult to hone your skills with junk equipment. I'd buy a 1950 craftsman spring loaded piston scrollsaw before I'd buy one of them cheap box store machines.
You know not that long ago, all machines used pinless blades. The blades go into a blade holder, which is a hole and it has a little screw, usually allen key type screw that is tightened with a wrench to hold the blade in place. I don't know the facts, but I theorize that someone came up with the idea of putting two little pins on the sides of the blade and a little U shaped holder because that would make changing blades much quicker than having to wrench on a set screw every time you changed a blade. That sounds logical, except for the fact that the pins are a weak point and they won't fit through small holes. The real solution was to alter the blade holder. When you look at a Dewalt, you will see it has a quick set holder. You just push the blade between two clamps and pull a lever that locks it in place. I have the same device on my RBI, but had to purchase them aftermarket for my saw.