Either works, as Sniper and Tough Claws are both good. I would prefer Tough Claws as it gives a boost more often and Sniper is more situational.
Definetly go for Rock Head here, Rhyhorn doesn't learn many recoil moves but Lightning Rod is pretty much useless on a ground type. It boosts special attack but Rhyhorn is a physical attacker.
Again, Shell Armor is pretty situational and often not very useful, so go for Sturdy because it's a almost guaranteed attack so it makes for a good fallback if something goes awry.