I'm 99.9% sure that SCUBA is actually "S.C.U.B.A." But we say it as if it weren't an acronym (ie. Skoo-Bah). Acronyms you mentioned (again, 99.9% sure) are written with periods, but pronounced like they were legitimate words.

You're right. It's Self Contained Underwater Breathing Apparatus...S.C.U.B.A.

Acronyms do use periods....but what do I know....my grammer and punctuation sux azz ne wayz

You know, I actually dont know if they do or not. Most people dont know this, but RADAR is actually an acronym, also, that stands for Radio Detecting and Ranging...but its not R.A.D.A.R....so I really dont know....

Yeah I thought I was right, but just to prove a point (and add to Joe's), Sonar and Laser are both Acronyms as well.

Sonar: Sound Navigation And Ranging

Laser: Light Amplification by Stimulated Emission of Radiation

When an acronym becomes a part of the vernacular, it is commonly misused as a word unto itself. But yes, all acronyms use periods. If it does not have them then it is incorrect.

Acronyms do not always use periods.

Look for yourself.

http://en.wikipedia.org/wiki/Acronyms

You could argue this forever, but some do and some don't. SCUBA is an acronym, it does not have to be S.C.U.B.A. NASA is an acronym, it does not have to be N.A.S.A. RAM is an acronym, it does not have to be R.A.M.



Punctuation

Traditionally, in English, abbreviations have been written with a full stop / period / point in place of the deleted part, although the colon and apostrophe have also had this role. In the case of most acronyms and initialisms, each letter is an abbreviation of a separate word and, in theory, should get its own termination mark. Such punctuation is diminishing with the belief that the presence of all-capital letters is sufficient to indicate that the word is an abbreviation.

-Wikipedia

Basically what I get from that is, if it's all capitalized, it does not need periods. I could be wrong.

edit:
Another thing it says is if you can say it like 'SCUBA' you don't need periods, but if it's just letters like 'KGB' it needs periods.

Yeah, I had read that article earlier when I saw this thread. I think the main answer is that it varies according to which source or expert you rely on, but either way is generally accepted.

QFT. Read my edit also.