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Delphox's design can be fixed by either making its "fur tunic" to look less cone shaped, or to simply make its legs visible. Only that helps it greatly.
To be useful in combat, Delphox needs an actual ability. It has way too little physical bulk for a pokemon that it is weak to sucker punch, and Blaze hardly ever activates on it because it gets killed pretty easily. Magician is even more situational and also pretty much useless.
It would also help it a lot to gain access to Thunderbolt, and it wouldn't be too farfetched for it to do so, since it is already able to learn Shock Wave and Thunder Punch via tutors.
The rest of its movepool isn't that bad. In fact, Delphox can run many different sets. The problem is that it doesn't excell at anything it can do, and it is outclassed by other fire types or psychic types.
Also, it really hurt it the fact that the Psychic type itself got pretty much outclassed by the Fairy type (Delphox would be much better if it were Fire/Fairy, although that wouldn't have made a lot of sense, I think).
Hopefully, whenever Delphox gets a mega evolution, it'll gain an useful ability, along with the correct boosts in the correct stats (a.k.a not getting unnecessary points in attack like other special based mega evolutions got), it does have the potential to be a good and versatile Pokemon.