I'm very glad I found this thread.
Don't use this:
Lucario-Mega @Lucarionite
Ability: Adaptability
EVs: 4HP/252Atk/252Spe
Adamant/Jolly Nature
-Swords dance
-Close Combat
-Extremespeed/Ice Punch/Stone Edge
-Bullet Punch
Why it's bad:
Mega Lucario is not a bad Pokemon, by any stretch. However, it is too frail to try and set up with. Yes the boost does allow Lucario to sweep, but no-one in their right mind would ever allow it to set up in the first place. Mega Lucario's weakness lies in its very poor defenses, which means that if it wastes time trying to boost, it's as good as dead before it can get an attack off.
Instead, use this:
Lucario-Mega @Lucarionite
Ability: Adaptability
EVs: 4HP/252Atk/252Spe
Adamant/Jolly Nature
-Ice punch/Stone Edge
-Close Combat
-Extremespeed
-Bullet Punch
Why it's better:
Simply put, Mega Lucario works better as an all-out attacker. It still suffers from bad defenses, but it doesn't need to waste turns attempting to set up, when it can spend them attacking instead. This will also allow you to switch out more freely.
However, if you would rather use another (physical) set up sweeper, then instead use one of these:
Zekrom @ Life Orb/Leftovers
Ability: Teravolt
EVs: 252Atk/252Spe/4HP
Adamant/Jolly Nature
-Hone Claws
-Bolt Strike
-Outrage/Dragon Claw
-Stone Edge/Zen Headbutt
Salamence-Mega @ Salamencite
Ability: Aerialate
EVs: 252Atk/252Spe/4SpD
Adamant Nature
-Dragon Dance
-Substitute
-Return
-Roost/Earthquake
Groudon-Primal @ Red Orb
Evs: 252HP/252Atk/4Def
Adamant Nature
-Bulk Up
-Precipice Blades/Earthquake
-Fire Punch
-Stone Edge/Dragon Claw
All of these Pokemon can do a much better job of being physical set-up sweepers. They all have much better bulk, good type coverage, good boosting moves, and great offensive presence. With only a few boosts, any of these Poke's could steamroll a team on their own.
.....One last thing, I'm not gonna dedicate a whole post to it, but don't use non-mega Lucario in ubers either. I know that sounds obvious, but I've seen it enough times to warrant saying it.
Don't use non-mega Lucario in ubers.