It actually depends whether its an attacking or defensive one.
Attacking, Iron head for obvious reasons.
Defensive, go for Substitute because its huge defense can stall out anything if invested in.
Here's a defensive good set:
252 Hp/200 Def/56 Atk
Intimidate --> Huge Power
Focus Punch (only after you set up the substitute)
Iron Defense (only for stalling) OR Play Rough so you cant be shut down by taunting Steel type or those Prankster Taunt Thundurus variants which are more common than you think.
252 Hp/252 Atk/4 Def
Hyper Cutter--> Huge Power
Swords Dance/Rock Slide to cover that Fire weakness.
Pretty standard Physical Mawile set actually. All out attacking set if you didn't guess by the ability.
Hope I helped!