I would suggest Calm Mind > Safeguard, although Lugia can also perform a supportive Role. So which move you decide to pick depends on what Role Lucia is playing in the battle.
Support Moveset
Lugia @ Light Clay
Ability: Pressure
- Light Screen
- Reflect
- Safeguard
- Roost
Calm Mind Lugia Moveset
Lugia @ Leftovers
Ability: Pressure
- Calm Mind
- Roost / Recover
-Psyshock
- Hidden Peer Fire / Fighting
So I would go for a Calm Mind set with a Defense investment, as it allows Lugia to be both offensive and defensive.
