actually, i find your method way more open to user error, but that's probably because of my setup and how scattered i am.  so in your version, i have to make sure i select the figure last.  which might work if i never ever got interrupted.  if i get interrupted (or more likely, interrupt myself) right before exporting, i'm not going to be sure of what order i selected my items.  for me, user error is much more of a problem when the difference between right and wrong is invisible and totally dependent on process. 

in mine, i just look at my screen.  the View Properties panel has the cursor location.  one glance, and i know where my cursor is and how i'm scaling.  if it's off, i quickly put it where it's supposed to go.  no muss, no fuss, no guess work. and if i scaled my mannequin, well, user error would be much more of a problem.  mine is never altered, never scaled.  i don't edit it at all.  i keep it locked all the time.  if i used your method, i can almost guarantee i'd mess it up making anything with more than one piece. 

but to each their own, and if your process works for you, that's great.

in terms of your concerns, Laurie, first of all, no, if you scale something with Vicky, it won't necessarily line up.  if you scale it with Vicky and select Vicky last, it will line up.  if you don't select Vicky last, they won't line up properly. bob1965, i know you said that and were clear, but it's so important i just wanted to repeat it to keep anyone from getting confused.  oh, and you then have to select just your scaled item, so you just export that and not anything else.  so, assuming no duplication of items (bob1965 please correct me if this is wrong or i'm missing something), 

• select your item(s) you want to be a single obj file
• unlock your figure (assuming you're using the best practice of locking your figure)
• select your figure
• scale
• deselect your scaled figure (or everything) and then select your item(s)
• export each item you want to be a separate obj)
• select your figure and scale it back up
• repeat for any other items (assuming you make anything more)

that said, you  don't have to scale.  not knowing what you've done with Wings, i can't say that you'd need to scale to do what you do now.  i scale because i like to use the sculpting tools, i often use remove doubles, and use mirroring and other functions that are dependent on some unit of measurement.  also, when i want to do anything precise, it's a little easier if i can work with 0.5 instead of 0.05.