I love this thing. I've never used it much(except in Ruby), though. Its forgettable stats(except Attack, thats actually quite nice) make it not really appealing, however when you think of it, defensive stats don't even matter on this guy. That means that if there is anyone to have Shell Smash baton passed to, its Shedinja. I also think its hilarious that the pokemon with an awesome ability has the word "nuke" in its Japanese name.
The problem with Shedinja is that its typing is somewhat bad defensively, and with sandstorm teams becoming popular with the dream world making many teams a weather-battle(forcing more hail/sand teams to bring Shedinja down), forcing Shedinja into NU. However, sand and hail is somewhat less-common in Uber, as well as Shedinja being able to resist a whole lot. STAB Shadow Sneak is tasty though, so the dead bug can actually do some stuff.
It is also disturbing that Shedinja can learn Sandstorm, one of its fears.
THE FIGHTING DEAD BUG
Shedinja@Focus Sash(gives you time to switch out if your opponent Roars sheddy in or if a Super Effective move is used against it
Shadow Sneak gets STAB priority, good to take down some ghosts and others on the switch in. X Scissor is a very reliable STAB, not much else to say about it. Sucker Punch has some nice coverage and priority. Just be careful, as some could use Toxic and thus screw up your Sucker Punch, as well as killing you. Swords Dance allows you to potentially sweep, and with Wonder Guard, you could possibly get in 2-3 Swords Dances, which paired up with Shadow Sneak Priority, is very tasty sweeping possibilities.
EDIT: oops, i put Night Slash on the moveset when I offered Sucker Punch in the description. Oopsie daisies. :|
EDIT2: Never put Final Gambit on Shedinja, my bad.
Criticism is very much appreciated, thank you. Please tell me if you disagree with anything on my set or if I was incorrect on something.