The issue with grudge is that it only really hurts very low PP moves in many cases (unless you're running stall, which Sun abuse probably won't be). Also, imo you don't generally want to go out with a bang as you may need tales to restart the weather later on. The jewel may well be replaced with Specs, seeing as in my testing Tales often has to switch out rather than changing moves, and it would give the same boost to all its special moves.
Personally liking the Scarf set more than any other; fast WoW, revenging with Drought Boosted Overheat are excellent utility in my opinion.
I think you're thinking of Spite; Grudge takes the move's PP down to zero no matter how much it had before. I agree that it's not a good idea to sack Ninetales unless you're 100% sure that Sun will stay up after that.