http://www.smogon.com/dp/pokemon/uxie
I don't play UU enough to right an entire analysis on Uxie, but here is one set that I've used to great success in both tiers. I'm not calling it anything with 'lead' in the name.
[SET]
name: TrickScarf
move 1: Trick
move 2: U-turn
move 3: Stealth Rock
move 4: Thunder Wave / Yawn / Zen Headbutt
item: Choice Scarf
nature: Impish
evs: 252 HP / 104 Def / 152 Spe
[SET COMMENTS]
<p>Uxie is generally regarded as a slow defensive Pokemon so slapping a Choice Scarf on it can become a big surprise. This set is best used as a lead where you can force many opposing Pokemon to switch out. Azelf, Crobat and Aerodactyl will most likely Taunt you, so if you Trick them a Choice Scarf they will be forced to switch. In this case, you are free to U-turn to a counter of the Pokemon they bring out. If you are not Taunted, you may set up your own Stealth Rock and proceed to U-turn or status the foe. Opposing Choice leads, such as Jirachi will most likely Trick you, only locking them into that move. Uxie's massive bulk comes into play here, as even more poweful leads such as Metagross or Tyranitar can't 2HKO you. Leads like, Ampibom don't mind Choice Scarf all that much, while Roserade and Smeargle may welcome it as it gives them another turn to set up Toxic Spikes or Spikes respectfully. However, it isn't unlikely that your opponent will switch in a wall such as Regirock, Registeel, or Chansey expecting a standard support Uxie, which you can then cripple with Trick and set up Stealth Rock.</p>
<p>The last move is completely up to preference, but the options listed are the most reliable. Thunder Wave can destroy a fast Pokemon switching in while Yawn can force another switch for your foe to further reveal their team. Reflect, Light Screen, or even Memento can work as well in the right circumstances. Zen Headbutt is very helpful if you wish to counter Roserade, Blaziken, and Infernape in OU. You outspeed all of these Pokemon if you are still holding a Choice Scarf and they are not holding a Choice Scarf. 152 Speed EVs allows you to outspeed Aerodactyl, Crobat, and Jolteon while holding a Choice Scarf. You should always max your Hit Points to allow more survivability, but you may put the rest of the EVs into an attacking stat if you wish since Uxie is quite weak. Putting the Defense EVs into Special Defense is also viable as it helps you counter Roserade as well as Special Attacks from Blaziken and Infernape.</p>
<p>Uxie is an incredibly bulky Pokemon, thus pairs well with frailer Pokemon. Lucario is a great option to use with Uxie. Lucario resists everything Uxie is weak to, while Uxie resists 2/3 attacks types Lucario is weak to. This lets Lucario set up on Choice super effective attacks aimed at Uxie. Lucario almost needs Stealth Rock to sweep which Uxie can provide. Using a relatively bulky Steel-type, such as Heatran, along with Uxie can also be beneficial, since they can soak up the Explosions from leads such as Metagross and Azelf. In addition, they cover each other's weaknesses well.</p>
I don't play UU enough to right an entire analysis on Uxie, but here is one set that I've used to great success in both tiers. I'm not calling it anything with 'lead' in the name.
[SET]
name: TrickScarf
move 1: Trick
move 2: U-turn
move 3: Stealth Rock
move 4: Thunder Wave / Yawn / Zen Headbutt
item: Choice Scarf
nature: Impish
evs: 252 HP / 104 Def / 152 Spe
[SET COMMENTS]
<p>Uxie is generally regarded as a slow defensive Pokemon so slapping a Choice Scarf on it can become a big surprise. This set is best used as a lead where you can force many opposing Pokemon to switch out. Azelf, Crobat and Aerodactyl will most likely Taunt you, so if you Trick them a Choice Scarf they will be forced to switch. In this case, you are free to U-turn to a counter of the Pokemon they bring out. If you are not Taunted, you may set up your own Stealth Rock and proceed to U-turn or status the foe. Opposing Choice leads, such as Jirachi will most likely Trick you, only locking them into that move. Uxie's massive bulk comes into play here, as even more poweful leads such as Metagross or Tyranitar can't 2HKO you. Leads like, Ampibom don't mind Choice Scarf all that much, while Roserade and Smeargle may welcome it as it gives them another turn to set up Toxic Spikes or Spikes respectfully. However, it isn't unlikely that your opponent will switch in a wall such as Regirock, Registeel, or Chansey expecting a standard support Uxie, which you can then cripple with Trick and set up Stealth Rock.</p>
<p>The last move is completely up to preference, but the options listed are the most reliable. Thunder Wave can destroy a fast Pokemon switching in while Yawn can force another switch for your foe to further reveal their team. Reflect, Light Screen, or even Memento can work as well in the right circumstances. Zen Headbutt is very helpful if you wish to counter Roserade, Blaziken, and Infernape in OU. You outspeed all of these Pokemon if you are still holding a Choice Scarf and they are not holding a Choice Scarf. 152 Speed EVs allows you to outspeed Aerodactyl, Crobat, and Jolteon while holding a Choice Scarf. You should always max your Hit Points to allow more survivability, but you may put the rest of the EVs into an attacking stat if you wish since Uxie is quite weak. Putting the Defense EVs into Special Defense is also viable as it helps you counter Roserade as well as Special Attacks from Blaziken and Infernape.</p>
<p>Uxie is an incredibly bulky Pokemon, thus pairs well with frailer Pokemon. Lucario is a great option to use with Uxie. Lucario resists everything Uxie is weak to, while Uxie resists 2/3 attacks types Lucario is weak to. This lets Lucario set up on Choice super effective attacks aimed at Uxie. Lucario almost needs Stealth Rock to sweep which Uxie can provide. Using a relatively bulky Steel-type, such as Heatran, along with Uxie can also be beneficial, since they can soak up the Explosions from leads such as Metagross and Azelf. In addition, they cover each other's weaknesses well.</p>