Your Empoleon would have learned Swords Dance while it was still a Piplup, at level 11.  If you made it forget, you can use a Heart Scale at the Move Relearner.
[Edit] Sorry, I was looking at the Gen 6 page when I wrote this.  Prior to Gen 6, Piplup does not learn Swords Dance from level up.  However, it did learn it from TM.  My bad, good catch PX. [/Edit]
For Water STAB, you can choose between Aqua Jet for priority or Waterfall.
For Steel STAB, your options are a bit narrower.  You will probably want Steel Wing, but Metal Claw is still an option (if weaker).
Keeping Swords Dance, you only have 1 slot for coverage.  Drill Peck is certainly an option.  You may also want to consider Earthquake.