Dustin, let me say this up front: You can always play it safe re format, follow conventional wisdom — in this case, it would mean use scene headings — and you won’t get dinged by script readers. However, as Andy’s script ‘Great Falls’ illustrates, as long as what you are writing is CLEAR and the story itself KICKS ASS, you can do pretty much anything you want.
Re original TV pilots: Your path of least resistance is do what’s expected re format. Again, you don’t HAVE to break from the norm with either film or TV. However, if your vision for the story takes you into any variation on theme re format… YOU ARE FREE TO DO THAT. Just as long as what you’re intending is clear to the reader.