When I ran OpenBSD I used to block on repeated failed attempts(see: http://home.nuug.no/~peter/pf/en/long-firewall.html#BRUTEFOR...).
I used to change ssh's port, but not anymore. If a bruteforce attack is a threat to you, then you are better being compromised by a random script kiddie or spammer than by a targeted attacker looking after your data. Take that scans as free, low skilled, penetration tests.