I think a assault vest set could be worth a mention. With Delphox's typing, good speed, high special attack and it's high special defense it can be a good switch in for dealing with special attackers and some walls, while being able to take some hits and deal some back.
Item: Assault Vest
Mystic Fire/Flamethrower/Fire Blast
Grass Knot/Shadow Ball
Future Sight/shadow ball/Grass Knot/
EVs: SPatk 252, HP 252, SPdef 4
Since the assault vest applies a permanent taunt you can work around that a little and get Delphox to lower your opponent's spatk to compliment your enhanced special defense, Flamethrower or Fire blast can be also used if extra power is required. Psyshock is also used as a stab and to get around walls that also depend on purely SPdef, Grass knot and shadow ball can be used to help give you more coverage. Future sight might be a bit gimmicky but it could be included in a moveset due to it's 120BP and doing neutral damage, it can be very frightening to be hit by this move and being attacked at the same time. Future sight could also help with bypassing subs and can also not be blocked by protect or detect. No matter what the opponent does, he/she is going to take a hit.
Other than the already stated counters from the other posts, this set will also need to be weary of pokemon capable of removing your assault vest which will end up ruining your bulk and can leave you in a lot of trouble. The assault vest stops you from using non attacking moves as mentioned, which means you won't be able to boost your offensives or bulk further unless you can get delphox backed up with support to do so.
Last edited by Knight Owl; 4th November 2013 at 12:25 AM.
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