I often have to go read the Skyfield guide to dates and times to keep everything straight, but, briefly:
A Julian Date is simply a rival way to name moments, that is simpler than our customary date-plus-time system. Normally, to specify a date and time requires six different numbers — year, month, day, hour, minute, and seconds — and comparing two dates takes a terrible amount of math, where you find yourself borrowing 31 days from some months but 30 from others, and having to carry the leap day in your head if you want the math to work out. Not so with Julian Dates: they simply assign a simple floating-point number to each date-plus-time on our calendar, and are much easier to do math with.
The question of whether you like date-and-time names for moments, or instead love Julian Date numbers for moments, is entirely separate from the question of time scales— the question, given a given moment, of “what time is it”? Whether you use the name “2457418.5” or the name “2016 January 31 00:00:00.0” (the two are exactly equivalent) for a given moment, that still leaves the question “but how do we agree on when that moment was?”
A time scale is a system for assigning names to moments in time. UT1, UTC, TAI, TT, and TDB all have a different answer for, “What is the best name for RIGHT NOW?” Whether you express TT as a Julian Date because you like big numbers that make math easy, or as a date-plus-time because the big numbers don't mean much to you, you are simply expressing in two different ways the answer to the question “What does TT call this particular moment?”
You might wonder why we would have so many different names (because there are actually several more beyond the basic five I named above) for the exactly same moment. Briefly:
UT1 — because we wonder where the Sun and stars are above our heads.
UTC — because we want our beside clocks to kind-of be synchronized with sunrise and sunset, but it's hard to explain to everyone's watches that seconds need to speed up and slow down to track the sun, so instead let's keep seconds a constant length and add a leap second when we start to fall behind.
TAI — just forget about the sun. Atomic clocks need seconds that march straight ahead with no leap calculations ever.
TT — great idea, TAI people! Only, astronomers already had that idea, years ago, and had already started doing calculations against an imaginary clock that didn't slow up with the Earth's slowing rotation, so it's best that they maintain a timescale parallel with TAI but that stays 30+ seconds different so they don't have to rewrite all their math and tables.
TDB — but if you are interested in the celestial clockwork of the Solar System, all those other clocks are useless! Because any Earth based clock will speed up and slow down as the Earth accelerates and decelerates each year, because: relativity. If you are going to study planet motions, you have to use an imaginary clock that is stationary at the middle of the Solar System, not the crazy Mickey Mouse clocks we carry on Earth that accelerate BOTH with our orbital revolution AND with our daily rotation.
Again, refer to the Skyfield documentation linked above, and to the USNO circular 179 for a more technical write-up of these concepts.