Many varieties of freshwater eels have scales.... but I've never eaten an eel. Eek.

P.S. It's a myth that pigs don't have sweat glands. They do have sweat glands (apocrine glands), they're just not as plentiful or effective at cooling them down as humans'. Same goes for most breeds of cattle. Some breeds of cattle, like Brahman, have more highly-developed, effective sweat glands than other breeds. I used to work for a company that published magazines about farming. I know way more about this stuff than I ever wanted to.