It depends on the type of scar, really. My go-to is Rigid Collodion for deep, old slashes and cuts. Produces this effect:
It can be used for burn-type scars as well but I wouldn't know where to begin with that. There's also good old-fashioned liquid latex if you're looking for a raised scar from a surface wound that fully closed or a wider, Sagat-esque scar that came from a battle with some massive creature. However the latter may not stand up to water and would likely be better suited for a latex appliance that wouldn't require as much intensive makeup work.
Should also be noted that there's an entry regarding character scars in the rulebook. If you haven't already, be sure to check up on it.