Choice Scarfed Bettle
-Brick Break/Close Combat
-Night Slash/Shadow Claw/Earthquake/Hidden Power [Fire]
Item: Choice Scarf
EVs: 252 Atk / 252 Spd / 4 HP
Nature: Adamant (+atk –spatk) / Jolly (+spd –spatk), If you are going to choose Hidden Power = Lonely (+Atk –Def)/ Hasty (+Spd –Def)
-Brick Break- has less power than –Close Combat-, but with this you can hit through Reflect (and Light Screen, but Heracross don’t care about it), but -Close Combat- has a obscene 180 base power making it a much more attractive choice. -Night Slash- and -Shadow Claw- do the same thing, decimates Ghosts (that Heracross can’t touch) and Psychics (Megahorn do this second better), but -Hidden Power [Fire]- decimates Ferrothorn, Forretress, Escavalier, and all the Bug|Grass/Steel Family. Earthquake pairs well with Stone Edge. –Stone Edge- Kills Fire and Flying Pokémons, as well as Accelgor and all the Ice stuff. –Megahorn- is STAB, reaching 180 Base Power, and hits … you know what it hits.
Moxie allows you to double your attack with two direct kills, but you lose the boost if you switch
Guts allows you to have the same boost that Choice Band gives, if you gets burn, poison or paralyze, and you not lose the boost if you switch.
If you think you can play the Sparta style with Heracross, go with Moxie. But if you are like a Chess player and like to have your pokemons alive, go with Guts
EVs and Natures:
Adamant and Lonely: the 252/252 allows you to outspeed all beneficial speed natures that have 130 base speed, when you are using Choice Scarf(when you have max Speed IVs)
Jolly/Hasty: allows you to outspeed a beneficial speed, max IVd Accelgor (barring Choice Scarf, logically).