It depends on the depth and severity of the scratches and the type of finish on the cue. Sometimes small nicks or scrathes can be filled with super glue or clear fingernail polish then very lightly sanded smooth and rubber out. But if its a valuable cue and the damage is very bad at all you would be better off to go the refinish route.
It depends upon the severity of the scratch in the cue. Sometimes you can wet sand and then polish the cue out and that may cure it. As a gerneral rule if you can feel it then you should probably have it refinished. Like the tsp said if it is a valuable cue I would just have it re finished. Let me know if I can hlep.