Standard Doubles/VGC Set
Mienshao - Focus Sash / Fighting Gem / Normal Gem
Inner Focus - Jolly
252 Att / 252 Spe / 4 HP
Hi Jump Kick
This set is a must on almost any VGC team. He is the fastest Quick Guard user outside the Musketeer trio (Terrakion is the only one you need to worry about) and Archeops (who is rarely used for Quick Guard). Mienshao is also unique because he has Fake Out AND Inner Focus. He is also the fastest Fake Out user in the VGC after Liepard, but with Inner Focus, you wont be flinched anyway.
So here's what you do. If the opponent leads with a Fake Out user, use Quick Guard and then either set up with your other Pokemon or KO their non-Fake Out user. If they don't have a Fake Out user, use Fake Out instead. HJK is for massive damage and Rock Slide is for hitting both and maybe getting lucky Flinch hax. The Item depends on you. Focus Sash prevents OHKOs (weather is pretty uncommon in the VGC, but I've seen some Sandstorm teams), Fighting Gem is jor stronger STAB, and Normal Gem is for a very strong Fake Out. Personally I lead with Mienshao and Tornadus so I can almost guarentee a Tailwind Setup
Mienshao works best in Doubles with pretty much anybody. Fake Out protects your teammate from potential KOs while Quick Guard protects your teammate from potential Fake Outs (and other priority moves). I find him best when he's with someone like Tornadus who would set up Tailwind or Musharna who would set up Trick Room, but honestly, anything works well with Mienshao.
Counters: Psychics. Mienshao cannot hurt Psychics unless he's running U-Turn. Metagross, Jirachi, and Bronzong are your biggest threats as they are neutral or resistant to all your attacks. In Doubles, your biggest enemy is yourself or anything that sets up with a Mental Herb (Whimsicott comes to mind). Facing another Mienshao will almost always bring about a speed tie, which could make or break your entire match. Pokemon like Whimsicott who can do pretty much anything if they have a Mental Herb are quite dangerous (Quick Guard does not block against Prankster-boosted moves), or if both opponents can set up, like a Reuniclus and a Whimsicott