HTTP status code to return when attacked

My question is not specific to ColdFusion, I know how to set HTTP status codes.

What I am wondering is if anyone knows of any best practices for what to do when a known attack comes into a site. I am speaking primarally of specifically formatted URLs of people scanning to find weaknesses in my sites.

I have collected a large number of URLs that we get scanned for regularly that are clear attempts to locate weaknesses.

Should I?

1. Send a 404 telling them the attacked page does not exists
2. Send a 503 making them think it errored
3. Send a 200 with a blank page making them think they go to a real page
4. Something else I havn't concidered

I am trying to avoid any sort of escalation on their part thinking they can hit my site harder, IE, if they get a 503, might they believe that my site could be weak and they step up the attack...

Any thoughts would be greatly apreciated.

Thanks