+1, I have not yet tried out SGminer, but early versions of cgminer are what I still use when I want to do things such as solo mine Scrypt alts. I gave it a shot with BFGminer for Scrypt mining and had it running fairly well after some initial issues, but since I have a large farm, and need the capability to solo mine for profitability of newer "crap coins", I can't do that without issue with BFG yet.
You can solo mine with bfgminer... I've done it. In fact, I think its discussed back around page 122 or so, but see the Bfgminer README (from github), down around line 523... ah heck, here it is:
SOLO MINING
BFGMiner supports solo mining with any GBT-compatible bitcoin node (such as
bitcoind). To use this mode, you need to specify the URL of your bitcoind node
using the usual pool options (--url, --userpass, etc), and the --coinbase-addr
option to specify the Bitcoin address you wish to receive the block rewards
mined. If you are solo mining with more than one instance of BFGMiner (or any
other software) per payout address, you must also specify data using the
--coinbase-sig option to ensure each miner is working on unique work. Note
that this data will be publicly seen if your miner finds a block using any
GBT-enabled pool, even when not solo mining (such as failover). If your
bitcoin node does not support longpolling (for example, bitcoind 0.8.x), you
should consider setting up a failover pool to provide you with block
notifications. Note that solo mining does not use shares, so BFGMiner's adjusted
hashrate (third column) may suddenly drop to zero if a block you submit is
rejected; this does not indicate that it has stopped mining.
Example solo mining usage:
bfgminer -o
http://localhost:8332 -u username -p password \
--coinbase-addr 1QATWksNFGeUJCWBrN4g6hGM178Lovm7Wh \
--coinbase-sig "rig1: This is Joe's block!"