First of all, try out razing's set, it works great and is really hard to bring down.
But here, it looks like you're going for a faster less bulky set, and that is perfectly fine. A Swords Dance set best fits that, and it's my favorite Gallade set.
For the item, like most boosting sweepers, Life Orb is an option to get that extra punch. But I like Leftovers to increase the time alive, or Lum Berry to protect from status that could cut the sweep short.
Zen Headbutt is preferred over Psycho Cut for the extra power, although Psycho Cut can work just fine. Night Slash is also a possible option here.
Next slot is good, Close Combat is what you should use for the huge power it provides, even though it leaves it even more vulnerable to be revenge killed.
Swords Dance goes here as Night Slash is an option over Zen Headbutt.
Shadow Sneak is the best move for this last slot, as it allows Gallade to sweep with priority and if it has enough boosts and it is at least neutral, can protect is from non-priority revenge killers.
It should also be noted that an Adamant Nature is viable to, as it has priority for faster threats that don't resist.
Set should be like this:
Gallade @ Life Orb / Lum Berry / Leftovers
EVs: 252 Atk / 252 Spd / 4 HP
- Swords Dance
- Zen Headbutt / Night Slash
- Close Combat
- Shadow Sneak
Hope I helped! :)