The only good sets of Mienshao are two from my experience:
Mienshao @ Life Orb
EVs: 252 Atk / 4 SpA / 252 Spe
Ability: Regenerator
Nauture: Naive
- Hi Jump Kick
- Hidden Power Ice
- Grass Knot / Stone Edge
- U-turn
Mienshao @ Life Orb
EVs: 252 Atk / 4 SpA / 252 Spe
Ability: Regenerator
Nauture: Jolly / Naive
- Hi Jump Kick
- Stone Edge / Hidden Power Ice
- Substitute
- Baton Pass
The first set has only four counters in OU (with Grass Knot) with SR factored in, Gyarados, Tentacruel, SpD Jellicent, and BU Toxicroak. I prefer Grass Knot better than Stone Edge because Grass Knot 2HKOes any Hippowdon after Stealth Rock and 2HKOes the most common Jellicent (physically defensive), which are more common and will switch into Mienshao much more often than Gyarados, SpD Jelli, and BU Toxicroak. Pair this set with LO Weavile, to Pursuit trap and Lati@s, TR Reuniclus, Jellicent, and Gengar, and prevent them from ruining your fun and you are set. Every time Mienshao gets in the opponent will be hard pressed to find a safe switch-in to this guy.
The second set still hits hard as fuck, 2HKOing Skarmory after SR, but trades some super effective hits on specific targets with the ability to shield itself from priority, revenge kills, and pass a Sub to a teammate, essentially bringing him in for free.
Choice Scarf Mienshao is viable, but really mediocre and mostly outclassed as a revenge killer. It dies from a +1 ES from Dragonite after SR + Spikes, a basic sweeper scarfers are supposed to check, doesn't have a second useful STAB and his main STAB is to easy to switch-into, and has zero switch-in opportunites due to its frailty. Regenerator doesn't matter a lot anyway, as Mienshao shouldn't be taking any hits so the only life it loses is via sand and hazards, which is not enough to really wear it down, making Regenerator not so great on it. Besides, how many switch-in opportunities you think Mienshao will get in a match? 1,2, 3 max, so most of the time passive damage wouldn't have been a problem for Scarf Mienshao anyway.
Finally, i don't see the reason to use Reckless. HJK already 2HKOes whatever you would want it to except for physically defensive Hippo, which can be 2HKOed anyway by HJK + GK, so why bother? Not worth losing one of Mienshao's selling points as a wallbreaker, its almost immunity to residual damage, making LO stalling it impossible.
Keep Mienshao in C rank. Has a clear niche of a good wallbreaker that is almost immune at residual damage, but is usually outclassed by other Fighting Pokemon in OU such as Breloom and Terrakion, which usually fit better on a standard OU team.