I suspect that if you ever become big enough to start getting legal threats from those sites, you'll already be in a pretty good place. I wouldn't worry about legal stuff yet, the main problem is actually building the thing. That said, make sure you set up a limited liability company and, as far as I know, you should be safe.
As you're scraping 500-1000 different websites, if one or two complain, you can just remove them from the website. They probably won't want to anyway if their competitors are on there too.
You should probably make sure you have a link on the website to a complaints/takedown page too.