I found this on nmap.org:
System logs alone are rarely sufficient for detecting port scans. Usually only scan types that establish full TCP connections are logged, while the default Nmap SYN scan sneaks through. Even full TCP connections are only logged if the particular application explicitly does so. Such error messages, when available, are often cryptic. However, a bunch of different services spouting error messages at the same time is a common indicator of scanning activity. Intrusive scans, particularly those using Nmap version detection, can often be detected this way. But only if the administrators actually read the system logs regularly. The vast majority of log messages go forever unread. Log monitoring tools such as Logwatch and Swatch can certainly help, but the reality is that system logs are only marginally effective at detecting Nmap activity.
It also mentions port scan detectors, but you're highly unlikely to encounter such a thing. And if you're doing a security assessment, no worries. If you're not, I would assume that you're remote, so just hide yourself.