Scottish birth, marriage and death records since official registration in 1855 are only available on ScotlandsPeople, which is the official Scottish government site. It has the census on there as well, plus surviving parish registers and some valuation rolls. It's pay to view, but it's a lot cheaper downloading a certificate from there than it is sending off for an English one.
For OPR births and marriages it is, as Gadget says, worth checking FamilySearch first, but I have found some OPR records on ScotlandsPeople that are not on FamilySearch.