I'm trying to use now the best traits Delphox can offer: good speed/special attack and a fast Will-o-Wisp, so right now i'm testing this:
Delphox@Custap Berry/Sitrus Berry
252 SpA/252 Spe/ 4 HP
Timid
Magician
-Will-o-Wisp
-Calm Mind
-Fire Blast
-Psyshock
Damn, Magician is hard to use, but this is maybe the best i can think of. I just love Will-o-Wisp coming from fast things, especially ones that the opponent won't expect. Calm Mind to make it stronger, and then the STAB moves to hit things hard. Custap Berry with a couple boosts is very good (and can burn something in a pinch if absolutely necessary), netting an unexpected kill many times, with Magician stealing someone's item (hopefully) next turn. Sitrus lets you stay healthy, also letting Delphox to steal an item and with it's decent speed and maybe a couple of boosts to go for a sweep. Maybe.
Of course, if you go with Custap, you can also use Blaze as the ability, since it will be in the range, and the possibility of launching a 165BP STAB priority move is always scary, even if only once. Well, it will still have the power after that, just not the priority.