I'm convinced Shadow Claw/Night Slash is his best third move. It reliably hits many of his biggest counters like Burungeru, Shanderaa, Starmie, Slowbro and L@tias. Stone Edge is good for Gyarados, Salamence, and Dragonite. It really depends on what your team needs help with more. Nothing really helps against a bulky Gliscor though. Seriously, save it for later and just switch to your bulky water.
You can take Latias and Starmie out of that list, as +2 LO HJK either OHKOs them or comes very close to it with hazards (Stealth Rock).
Meanwhile, 4/0 Salamence is OHKOd by +1 LO HJK 66% of the time, as is 4/0 Gyara.
Basically, you either run Shadow Claw/Night Slash for Slowbro, Desukan, etc, or Stone Edge for Bulky Gyarados, Dragonite, and a few other assorted threats. Alternatively, you could forgo the fire move to run both, relying on the high attack power of the set to rip through steels.
EDIT: Has anyone considered using Bulk Up on Blaziken over Swords Dance? While SD has the obvious advantage of becoming more powerful in a shorter period of time, Bulk Up helps cushion Blaziken from weaker physical attacks, namely priority moves. While it would require a bit more wallbreaking support from its teammates, it could feasibly survive some of the more powerful priority hits:
-Adamant Breloom LO Mach Punch:
(27.91% - 32.89%) vs. (41.20% - 48.84%)
-Adamant Lucario LO Extremespeed:
(32.89% - 38.87%) vs. (48.84% - 57.81%)
-Adamant Rohbshin +1 Mach Punch:
(33.89% - 40.20%) vs. (50.83% - 59.80%)
-Adamant Scizor CB Bullet Punch:
(23.92% - 28.24%) vs. (35.88% - 42.19%)
-Adamant Dragonite 52 Atk Extremespeed:
(25.25% - 29.90%) vs. (37.54% - 44.52%)
-Adamant Azumarill CB Aqua Jet:
(71.76% - 84.39%) vs. (106.31% - 125.58%)
Surviving CB Aqua Jet is quite a feat, leaving you with 1-2 attacks to use afterward. Just a thought.