No one has really acknowledged this guy as having defensive properties yet. He's by no means got bad HP or special defense, although his defence is less than helpful. But with his decent speed, he could easily put up a substitute on a switch and burn the oncoming threat, halfing their physical damage (which tends to be the kind that rock comes from). As far as special walling goes we still have the insanely good butterfly dance. A defensive set could look something like:
Urugamosu @leftovers
Flame body/ swarm
Bold
252 Def (240)/ 156 HP (350)/ 100 SpD (261)
-Substitute
-Will-o-wisp
-Butterfly Dance/ Sunny day
-Fire Blast/ Bug buzz
The given EV's give 240 def, 271 SpD and 350 HP. With will-o-wisp factored in, his defence is 360. I would run butterfly dance, as it will allow him to boost his Spd to great levels, and the speed and SpA boosts wouldnt hurt either. Fire blast is more viable than Bug Buzz as it hits more types,although if you end up with +3 Spa, Spd, and Spe, either will do. If one did choose sunny day over butterfly dance (for some odd reason?), I would use fire blast over bug buzz, as it would end up as 240 base power (factoring in STAB and sunny day bonuses) flying off a phenomonal SpA.