I'm going to tell you that you should use Special Lucario.
Or, if you really don't want a special-oriented one, the Masuda Method would work fine, as long as you have the required Pokémon from the game in a different language.
For some reason though, I've always liked Lucario as a special Pokémon more than a physical one. My Lucario currently runs Dragon Pulse, Flash Cannon, Aura Sphere, and, instead of Swords Dance, Calm Mind. It kind of surprises opponents since, yes, Physical Lucario is much more common. In my opinion, special Lucario is more competitively viable than the physical alternative for its chance to catch your opponent off-guard. It requires exactly 0 egg moves to use my special Lucario, so less breeding and hunting is needed.
For physical Lucario (if you're for some reason not trying special) the only STAB Steel physical moves you can get your hands on are Metal Claw and Iron Tail (there might be more, but that's all I know of) and Metal Claw is weak with no priority and Iron Tail is just plain unreliable. That leaves you with a set looking sort of like this: Metal Claw/Iron Tail, Close Combat, Extreme Speed, Swords Dance.
My point is, use a special Lucario if egg moves aren't an option (or just use the Masuda Method).