I have a Gengar with this moveset: Dazzling Gleam, Shadow Ball, Energy Ball, and Sludge Bomb.
As for Sableye, I would give it this moveset: Shadow Claw, Brick Break, Dazzling Gleam, Psychic.
According to Pokémon Database, Mega Gengar's stats are [HP=60, Att.=65, Def.=80, S.A.=170, S.D.=95, and Speed=130], while Mega Sableye's stats are [HP=50, Att.=85, Def.=125, S.A.=85, S.D.=125, and Speed=20].
As you can see, Mega Gengar is Specially Offensive (which makes this Pokémon the better Special Sweeper) and Mega Sableye is both Physically and Specially Defensive (which makes this Pokémon the better wall).