Personally I have never noticed much difference in the nature of the scandals based on party. I just picked an article comparing 8 Rep. & 8 Dem. scandals that were selected for a different criteria. These are scandals you've probably heard of before.
6 Rep. scandals were drugs / sex
2 Dem. scandals were drugs / sex
Only 1 of the 16 was declared more or less as innocent (overzealous prosecution). It was Ted Stevens (R) -- a non drugs/sex scandal.
There may be a bias for scandal selection in that some Dem. don't considered family values important whereas some Rep. are preachy on same, so a Rep. sharing quality personal time with an aide or smoking some dope is inherently more scandalous than a Dem. doing the same because hypocrisy sells news.
But I have noticed a big difference in the reporting of the scandals. If the bum is Republican, the new story will almost certainly mention this, if the bum is a Democrat they news story usually does not consider party affiliation worth mentioning. In fact, this bias was why I selected the article that considered the coverage of the 16 scandals and the coverage in the press. This articles was the only article on the first page of Google results for "difference between republican and democratic scandals" that obviously related to news reporting. News busters is hardly top-notch unbiased journalism, but I expected that they handled basic facts correctly -- In an article like theirs, they probably did not care about the sex v. money difference in the scandals.
I've played this games for years, see a scandal, no party affiliation mentioned. Bet Democrat. Look up the answer and collect on the bet. It's even more reliable than betting against the Cubs.