SCF procedure performed for some quantum-chemical methods, but not others. Why?
Most computation methods write the wavefunction($\Psi$) in terms of Slater determinants ($\Phi$)

$\Psi = \sum_i^L c_i\Phi_i$

which in turn are made from MOs ($\phi$), which are linear combinations of basis functions ($\chi$)  

$\phi_i = \sum_\mu^K C_{\mu i}\chi_\mu$

The molecular energy depends on the MO coefficients ($C_{\mu i}$) in a non-linear fashion, so if they are variationally optimized then you need to iterate (i.e. SCF). This is the case for HF (where $L$ = 1 and $c_1$ = 1) and MCSCF (where both $\{c_i \}$ and $\{C_{\mu i} \}$ are optimized).

For methods like CI, perturbation theory, and coupled cluster, the MO coefficients are not changed, so you don't need an SCF.