This is what I expect the relevant text in the CFAA is...
knowingly causes the transmission of a program, information, code, or command, and as a result of such conduct, intentionally causes damage without authorization, to a protected computer;
When in doubt - yes. It's the same reasoning forbidding you from shooting criminals in the street, you'd just open up mob justice.
Of course, this is a pretty clear cut case and you might argue that this is an emergency (as people are clearly in danger of being scammed unless you act right now), but overall this is a very blurry line.
I'd be careful with computer crimes on the Internet though.
Exactly. Let us say you break into a shop owned by some mafia to put out a fire, then you might be fine w.r.t. authority, but you might be in trouble w.r.t. criminals. Similarly, say you break a car window to pull out a pit-bull left alone in the sun, you might have some issues with the owner if he turns out to be part of some drug trafficking gang.
There is no reason to believe that phishing websites are run by script-kiddies, there are obviously criminal rings running all sorts of businesses on the Internet too. I would rather leave the work to the authorities rather than risk going through trouble with unknown criminals, just so that I could have my funny revenge over them.
Not saying this to keep anyone from repeating this, though; just that when doing so, keep in mind that you're probably not just hurting a scammer alone.