Delphox @Leftovers \ Red Card
Nature: Modest \ Naive
EVS: 252 sp. attk \ 4 sp. def \ 252 speed
Role: Fast special set-up sweeper
-Psychic \ Psyshock
Alt. Choices: Shadow Ball, Grass Knot, Dazzling Gleam, Wish
Delphox. I feel bad for this guy, it's really underrated in competitive. (Or that's my opinion, at least.) I use her and she actually helps me out quite a lot! Here's the set:
Delphox is born to be a fast special sweeper. Those special attack and speed stats are amazing, so pour the most EVs into those stats and put the rest into its special defense.
The item I use for Delphox is Leftovers. It makes up for it's frailty and helps keep it on the field. Another good choice is Red Card, if you want to be a troll with the Substitute.
The ability is just fine being Blaze, as Magician doesn't really do much if you're going to be holding an item.
As for nature, best to go with either Modest or Naive. Modest will boost your special attack, but Naive will guarantee you will be the fastest on the field. However, it does sap a bit of your special defense.
And last but not least, it's moveset:
Delphox's two main STAB moves are Fire Blast and Psychic. Or if you want, use Psyshock instead of Psychic if you feel you might come across special walls like Blissey.
Calm Mind boosts Special attack and Special Defense, and Substitute will make up for your frailty and allow you to set up quickly.
The plan is simple. Put up a substitute, rack up as many Calm Minds as you can, and once the Sub is broken, you'll be ready to sweep.
Delphox has other good moves if you feel like using them: Grass Knot and Shadow Ball cover her weaknesses, Dazzling Gleam takes out unsuspecting dark types and dragons, and Wish makes up for her frailty.
However, Fire Blast // Psychic // Substitute // Calm Mind works the best for me.