I would use Psyshock over Psychic since it can allow Delphox to kill Special Defense Wall. As for Item I would use Expert Belt.
I would rather use Ice Beam over U-Turn to cover a lot more type and you could switch Pokemon easily in-game anyway. You will get the Ice Beam TM after you beat Gym 8.
As for new Pokemom, why don't use a Mega Evolution like Mega Lucario or The Kanto Starter you choose?
Hope this help