Gallade, the most physical psychic type you'll probably ever meet, next to Deoxys and Metagross. As the evolved form of a male Kirlia after using a Dawn Stone, it's base attack and special attack is swapped with Gardevoir's, but many tend to choose Gardevoir for it's looks. With a almost unique typing and a good movepool to boot, Gallade could be a pretty good Pokemon, now if only it had better stats. It also lost a lot of great moves due to the lack of move tutors in 5th gen like Drain Punch, Zen Headbutt and the elemental Punches. I would put these moves in my sets, but since some might not have access to these moves, so I purposely kept them out. However, I heard Gallade is still pretty good in UU despite all of these problems.
Ability wise, Gallade has Steadfast and Justified. You'll probably be using Steadfast as Gallade has very bad speed,and Gallade has no way of boosting his speed, which really sucks. But flinching is not as common these days unlike dark-type moves so it's really a toss up between both.
With stats, you'll want to use his Attack, no way around it. His special defense is pretty good too, but you're likely going to try to go for a sweeper Gallade so raising it is kind of pointless.
Now onto the sets!
Critical Here, Critical There, Critical Everywhere!
-Psycho Cut
-Stone Edge
-Night Slash
-Leaf Blade/Close Combat
Item: Scope Lens or Life Orb
EVs: 252 Attack, 252 Speed, 4 Sp. Def
Nature: Adamant
Ability: Steadfast or Justified
This set basically uses the best critical moves Gallade has to offer. Chance will play a big role in this, but with Scope Lens, those criticals might hit more often, unless you go with Life Orb and try to hurt the other guy as much as you can. Psycho Cut is your STAB move, Stone Edge and Night Slash counters Flying-types and Ghost-types, both of which hit Super Effective against Gallade and offer Critical-hit chances. The last slot is up to you, Leaf Blade is the most powerful critical-hit move Gallade has with 90 base attack, but Close Combat has STAB and offers extra power but with a decrease in your defenses. You can go either way with abilities and you'll want a good Attack and Speed stat in your Gallade so he can hit things fast and hard.
FEEL THE POWER!
-Swords Dance
-Psycho Cut
-Earthquake/Stone Edge/Night Slash/Close Combat/Leaf Blade/Shadow Sneak
-Earthquake/Stone Edge/Night Slash/Close Combat/Leaf Blade/Shadow Sneak
Item: Life Orb
EVs: 252 Attack 252 Speed, 4 Sp. Def
Nature: Adamant
Ability: Steadfast or Justified
Your basic sweeping set. Swords Dance is a MUST HAVE in this set, who doesn't want that extra power in their attack? Psycho Cut has to be in since it's a great STAB move. Now the last two slots are tricky. Earthquake is arguably the best physical attack in One-on-One battles as it carries no downsides except it can't hit Levitaters or Flying-types. Stone Edge has that raw power, flying-type counter, and critical chance, but it isn't as accurate as your other options. Night Slash has that critical possibility and works great on Ghost-types, but is your weakest option. Close Combat has STAB and is powerful but comes with that awful drop in your Already Low Defense, which many will target mind you. Leaf Blade is an option once again since it hits hard, its accurate, and has a critical chance. Shadow Sneak is a priority move, so if you know you're about to faint, then why not hit them one last time before you go down? Life Orb gives you EVEN MORE power and your nature and EVs do the same. Justified also grants you that bonus attack but you're probably getting it from Swords dance already so there's really no need, while Steadfast gives that boost in speed.
Choice, need I say more?
-Psycho Cut
-Close Combat
-Earthquake/Stone Edge/Night Slash/Leaf Blade
-Earthquake/Stone Edge/Night Slash/Leaf Blade
Item: Choice Scarf
EVs: 252 Attack 252 Speed 4 Sp. Def
Nature: Adamant/Jolly
Ability: Justified/Steadfast
Choice set. Use the scarf so you can bring up your abysmal speed, you don't need the extra attack. Psycho Cut and Close Combat are your STABs, While you can choose between Earthquake, Stone Edge, Night Slash or Leaf Blade for your last two slots. The same reasons for the previous set apply here. Put EVs in Attack and Special Attack. Nature-wise, if you want speed, go with Jolly, if you want attack, go with Adamant. Abilities, either one works, it depends on your preference and luck.