I don't think the union should be split up. We're all stronger together. We all punch above our weights in international manners.
They'd be a few other problems than have already been discussed -
1) Each of the new countries would have to renegotiate all of the UK's treaties with the EU. Although likely entry into the EU might not be automatic.
2) Each of the new countries would have to renegotiate all the UK's treaties with all the other countries in the world.
The treaties wouldn't just automatically move over to the new independent countries = expensive.
3) Would the Scottish government really want to rely on the taxes of the revenue of a depleting resource (oil & gas) which will lower over time.
4) Scotland, Wales and NI would lose influence in the UN by not have a permanent seat in the security council. England may retain it but might not.
5) England may stay in the G8 but Scotland, Wales and NI wouldn't be so would lose the ability to discuss issues with the major players on an even(ish) standing.
On a positive note Gordon brown could not be the English PM as his constituency is in Scotland.

However it’s a price too high.