Here is a set I use commonly.
Shedinja @ Heavy-Duty Boots
Ability: Wonder Guard
EVs: 252 Atk / 69 SpD / 187 Spe
Lonely Nature
- Hone Claws/Swords Dance
- Fury Cutter
- Shadow Sneak
- Toxic/Protect/Will-o-wisp
Heavy duty boots because stealth rocks and other hazards are everywhere, it's a great item for shedinja which would normally instantly die to them.
Hone claws instead of swords dance so that fury cutter does not miss, you can use swords dance if you want though.
Shadow sneak is a much needed priority and secondary STAB move.
The last slot is toxic to poison switch ins for shedinja, so that they eventually cannot switch in due to dying from toxic. You can use protect if you are never sure the opponent does not have a move to hit you since this set does not hold a focus sash. Will-o-wisp is another alternative similar to toxic, but for crippling physical attackers.
With lonely nature and 69 evs in special defence both the defence and special defence of shedinja will be 113. You can put them in speed if you want but it doesn't really make much different with what shedinja is faster than so I put 69 in special defence for fun.
Have fun.