I run this great set
Shedinja @ Life Orb
Ability: Wonder Guard
EVs: 4 HP / 252 Def / 252 SpD
Adamant Nature
- Shadow Ball
- X-Scissor
- Sandstorm
- Sand-Attack
With this set, Shedinja can wall a multitude of threats, support itself and its team, AND dish out heavy damage, making it one of the strongest Pokémon in the game. Tell me another Pokémon that can do all of that because I bet you can't. Shadow Ball and X-Scissor are the best STAB moves Shedinja has. Typical smartypants—who are in the minority of players and, as such, you shouldn't listen to them—may try to lure you into using the vastly inferior Shadow Claw or even Shadow Sneak (yuck!). But, if you've scored consistent A's on your reading exams, you should know that Shadow Ball has 80 Base Power, thus it is always better than those two moves on Shedinja. I mean, 70? 40? That's pathetic! Sandstorm removes hail, which will not let Shedinja live for long. Steel-types will wall Shedinja all day, though, so Shedinja needs a Ground, Fire or Fighting move to take care of them. Its only Fire moves are non-damaging and Hidden Power, its only Fighting move is Hidden Power, and the only non-Hidden Power Ground moves it learns are Dig (which is two turns long and thus useless) and Mud-Slap (which is Mud-Slap). Oh, wait! It learns Sand-Attack too! Since it has "Attack" in its name, it must surely do damage. Life Orb provides extra power to Shedinja's moves at the cost of recoil. This is fine because if you do simple math, it only loses .10 HP every time it attacks. Shedinja has terrible defenses and HP, so maximum EV investment in Defense and Special Defense is required to mitigate this.
Shedinja requires Rapid Spin support, as it is weak to entry hazards. However, this set requires absolutely no support other than that. The best check is the combination of entry hazards and a spinblocker, but these days, with the onset of Foresight Hitmonlee, not even that is a hard counter to Shedinja.