Delphox

Delphox is the Kalos Fire-starter of Gen 6, being quite popular among players who enjoyed Pokemon X and Y. It was initially a bit of a throw-away Pokemon until Blast Burn helped it tremendously, which now makes it a solid attacker until you can get actually good Fire Types.

Best PvE Offensive Moveset

• Fire Spin is the best fast move on offense, and is useful when a Fire-type role is needed. 
• Zen Headbutt is a step down overall, but useful for a Psychic-type role. 
• Scratch is useless.
• Blast Burn* is the best Charged Move option by a mile.
• Psychic is the strongest charge move outside of Blast Burn, and pairs with Zen Headbutt. 
• Flamethrower and Mystical Fire are inferior options
• Fire Blast is a downgrade, and Flame Charge is even worse. 

Best PvE Defensive Moveset

• Fire Spin offers slightly more defensive damage output, but is more likely to be resisted by attackers.
• Zen Headbutt is less likely to be resisted, but Dark-type attackers laugh at this. 
• Scratch doesn't get STAB, nor can it be Super Effective vs anything. 
• Psychic is the hardest to dodge, and also deals considerable STAB damage.
• Blast Burn* hits extremely hard, but is pretty easy to dodge
• Mystical Fire is a great mix of quickly coming out and being hard to evade, but its damage output is a bit low.
• Flamethrower falls a bit behind in terms of damage, but offers Fire-type coverage.
• Flame Charge can be used frequently as a 3-bar move, but is painfully slow and easily dodged. 
• Fireblast is a poor choice for defense. 

Fire Spin benefits from STAB and sports slightly above energy generation. Zen Headbutt gets STAB but its damage output and energy gains are terrible. Scratch doesn't get STAB nor can it be Super Effective, on top of also tying for the worst energy generation in the game. 

Blast Burn is a very strong attack that gives Delphox a way to deal heavy damage, while Mystical Fire has a low cost and a guaranteed -1 Attack on use. Psychic is good for its Psychic-type coverage, and also gets STAB. Flame Charge isn't particularly powerful and costs a modest amount of energy, but guarantees a +1 self buff that can ramp up damage and pressure over time. Still, it's better to just stick with Mystical Fire for a mono-type set. Flamethrower is middle-of-the-road, but it doesn't offer anything of real value when compared to Blast Burn or Mystical Fire .Fire Blast demands too much energy to use.