If you are coming from a MVC background then Play will feel the most familiar. Lift is not MVC and it takes some time to wrap your head around it.
There is no reason that you can't use Scala with a Java-based framework like Jersey, Spring MVC, Dropwizard, Restlet, RESTEasy, etc. Or you could use Scala with Grails just like you can use Java with Grails. Note - Groovy has type safety starting with version 2.0 so that's something to consider.
If you are thinking about Scalatra then don't forget Spray, Unfiltered, BlueEyes...
Be sure to check out Matt Raible's comprehensive comparison of web frameworks. And these other SO questions:
Scala framework for a Rest API Server?, How to implement a REST Web Service using Akka?