It depends on what you want to do with the Dragonite.
For an example, the most commonly set used with Multiscale is with Weakness Policy and with a Dragon Dance set. However, if you want to have Inner Focus, you could have it to stop things like Mega-Medicham and other Flinchers like ParaFlinch Jirachi/Togekiss and in that way, Inner Focus would be a better choice with Safeguard to completely stop it.
Remember though, not everyone uses ParaHax/Fake Out so Multiscale is reccomended over Inner Focus to set up something or just take a hit and most likely survive an Ice Beam or a similar super effective move.