When I play the F sharp harmonic minor scale, my right index finger on E sharp (F) rubs on my third finger on F sharp, since this scale is rather awkward. Is this to be avoided, or is it impossible/unnecessary to avoid?
It sounds to me like you're playing the white keys too far in. If you back up a little, your third finger will be reaching forward ahead of your index finger and there should be no rubbing.
Since the black keys are raised, this should actually help you play more smoothly as well. If you play in too far, the distance your fingers have to reach for the black keys becomes shorter than for the white keys, screwing things up. It's also more difficult to take advantage of the natural curve of your fingers if you play too far in. If you do that correctly, B Major should be the easiest scale to play and C Major the hardest since you play the former along a curve but the latter straight.