Just got in a trade. It came with:
Megahorn: High power, makes use of Heracross's high Attack stat, STAB, used to deal with Psychic types.
Horn Attack: Decent power, high accuracy.
Brick Break: Decent power, high accuracy, STAB, makes use of Heracross's high attack stat, breaks through Reflect and Light Screen.
Rock Slide: Decent power, decent accuracy, good chance to cause flinching, used to deal with Flying and Fire types.
Heracross learnset