Pokémon X and Y Walkthrough, Pokémon Move Sets: Delphox
(Please note that the recommendations below are largely made for in-game play. A Delphox in a competitive environment will likely make use of different moves to accommodate for smarter, more adaptive opponents. Feel free to make your own moveset recommendations in the comments.)
Every Pokémon generation has its fire-type starter, and in the sixth generation that starter is Delphox. Implementing the novel (though not entirely new) combination of fire and psychic in a single, potent package, Delphox is what you'd expect of both types: a special attack machine. Deploy this foxy fox wisely and you can chew up an enemy team with little effort.
Type: Fire / Psychic
Delphox sports your standard starter evolutionary development. It begins as Fennekin, evolves to Braixen at 16, and becomes Delphox at 36. Clean and simple.
Fairy, Fighting, Fire, Grass, Ice, Psychic, Steel.
Dark, Ghost, Ground, Rock, Water.
A psychic-type? The stats speak for themselves. Delphox is powerful on the special front, with a hefty Special Attack, a beefy Special Defense, and a high Speed to keep Delphox on top. Everything else is fairly average, with Defense dipping a bit low for comfort.
Blaze: If this pokémon is reduced to one third of its total HP, its fire-type moves will receive a nice boost in damage output. Delphox isn't the most amazing Blaze practitioner since it's a little frail, especially when hit by physical moves, but it'll still come in handy every now and then - especially if you can push its health down of your own accord.
Magician: When the pokémon uses a physical attack on an enemy with an item, it will steal that item automatically. This only works if Delphox is not carrying an item of its own. A fun way to screw with an enemy team, especially one that relies on Leftovers, but altogether not that amazing. This is a hidden ability.
Delphox is your classic sweeper, and should be given a host of offensive moves that can complement its high Special Attack stat. The obvious two STAB moves are Flamethrower and Psychic, though if you want some extra kick at the expense of accuracy you can swap in Fire Blast for Flamethrower. (Not really recommended, though. Delphox is usually strong enough to OHKO with Flamethrower, so long as you deploy it properly.) Beyond that you have plenty of special attack moves to choose from; I recommend Grass Knot for wiping out strong, but generally slower, water- and ground-types. Shadow Ball is another good choice. Round this off with Will-O-Wisp for those pesky foes that resist your other attacks.
Delphox has the capacity to work in a support role, as well, though it's not as good here. Magic Room is very helpful for negating held items, ever so important in online battles, and Trick Room is great for setting up slow, beefy walls elsewhere in your team. Light Screen is generally good as a support move. I recommend keeping at least one STAB move, dependent on what role needs filling in your team.
EV / Super Training
If you go for Delphox's normal sweeping role, Special Attack and Speed are your primary concerns. Speed is especially crucial, as Delphox is a little on the fragile side and plays host to quite a few weaknesses that are easily exploited. Swap out Special Attack for Defense EVs if you relegate your Delphox to support, though keep Speed at high priority.
Catching a Delphox
Fennekin is a starter pokémon. Consequently, you can't catch it in the wild unless you get really lucky in a Friend Safari. If you didn't pick Fennekin as your starter, you can receive one from Shauna after beating the game - but only if you chose Froakie as your starter. Otherwise, you'll have to trade for it (which is rather easy on GTS - heck, I've gotten two Fennekins through Wonder Trade, of all things).