Heracross has interesting typing and quite nice SpD, so a support set is a possibility

Support Cross
Heracross @ Leftovers
~ Megahorn / Seismic Toss / Brick Break
~ Toxic
~ Substitute / Protect / Knock Off / Seismic Toss / Rest
~ Iron Defense / Bulk Up
ability: Guts / Swarm
nature: Careful (+SpD, -SpA)
evs: 252 HP / 4 Def / 252 SpD

Like I said, Heracross has pretty nice typing and Special Defense, so a support set can be used. Megahorn is a good attacking option, as it even operates at a respectable 90 BP if X2 resisted. However, Seismic Toss offers more consistent damage (though this allows you to be walled by Ghosts), while Brick Break can shatter any screens the opponent may have. Toxic is a way Heracross can hit anything that may wall him and stall out from there. In slot three, Substitute isthe primary choice, as Heracross can come in on something, who will almost always expect it to be an offensive variant, allowing Heracross to get up a free Sub on the switch, furthering its Toxic damage. Protect is also nice, as it lets Heracross run the Toxic + Protect strategy. Knock Off is another great option, as it can cripple sweepers by ridding them of their item (usually Life Orb or a choice item), reducing their effectiveness. It can also knock items off walls, which could be especially useful against Eviolite users. Rest is there if Heracross needs extra health. The last slot allows Heracross to boost its frailer physical defense so it can function better as a wall. Iron Defense gets the job done quicker, while Bulk Up can be used to boost either Megahorn or Brick Break's power. The fourth moveslot also means Heracross can take hits better on both sides of the spectrum even while using Rest, so it needn't worry the two truns of sleep. Leftovers is the obvious choice of item, and the nature and evs allow Heracross maximum special bulk so it can take hits on both sides of the spectrum after it sets up a few Iron Defenses or Bulk Ups. The ability doesn't really matter if Seismic Toss is your only move, though Guts can be useful if Heracross is satused and is running Megahorn or Brick Break, while Swarm is solely if using Megahorn (Moxie isn't compatible with all the moves).