You don't have to IMMEDIATELY MEGA-EVOLVE THE FIRST TURN SABLEYE IS IN THE MATCH.
In fact, with priority Will-o-wisp and Recover, you can stay Sableye and burn all relevant threats throughout a match. It behaves just like a regular Sableye, albeit without Leftovers.
After the big physical threats are Burned, THEN you Mega-evolve. You gain Defense and Special Attack when you do. By using Calm Mind on the turn you Mega-evolve, you benefit from the Prankster boost on top of your defensive boosts.
Then you proceed to lategame sweep in ways Gen 5 Reuniclus could only dream of with superior STAB and better bulk given guaranteed Calm Mind + Defense boosts. Unlike other lategame setup sweepers, you can't be Taunted, Whirlwind/Roared, Encored, etc.
Just because people don't seem to understand:
You do not have to mega-evolve your Sableye (and lose Prankster) the first turn you have it out. You can play as much of the match as you care to play with Prankster up, and only Mega-Evolve when you want to.
>Sableye @ Sablite
Prankster // Magic Bounce
Bold 252 HP 252 Def
-Will-o-wisp
-Recover
-Calm Mind
-Shadow Ball/Dark Pulse
Spreading burns not only helps your team face threats, it also enables future Sableye sweeps since it can't reliably boost its defense (though it will have great natural bulk after mega). With the offensive boosts to Ghost/Dark, they're perfectly fine mono-Attacks to go off of. Ghost has better neutral hits, but Dark doesn't face Immunity issues.
You can keep Prankster Sableye and only Mega-evo lategame when you choose to. Like Intimidate Gyarados, Sableye has the ability to benefit from both abilities throughout a match.
Keep Prankster, Mega-evolve later in match for sweep. Success.