Aldaron
geriatric
Well, Azelf has quite a few sets that can be used effectively. However, this lead set has been VERY common lately, and deservedly so. I first saw SNES Master Ki using this set, and I became very interested in the art of the "lead Pokemon."
http://www.smogon.com/dp/pokemon/azelf
[SET]
name: Frolicking Fairy
move 1: Stealth Rock
move 2: Psychic
move 3: Explosion
move 4: Fire Blast / Taunt
item: Focus Sash
nature: Naive
evs: 4 Atk / 252 SpA / 252 Spe
ivs: 28 SpD
[SET COMMENT]
<p>This set uses Azelf's Speed and Focus Sash to help beat the common leads, Gengar, Gyarados and Bronzong (the top three leads on Shoddy). It OHKOs Gengar (outspeeding non Scarf variants and surviving Scarf variants with Focus Sash) with Psychic, OHKOs non bulky Gyarados with Explosion (and always gets a Stealth Rock off), and 2HKOs Bronzong with Fire Blast. It also has the ability to OHKO Roserade and Infernape with Psychic (though beware that both often run Focus Sash when leading), and Ninjask with Fire Blast.</p>
<p>Fire Blast is preferred for its chance to OHKO Weavile and Yanmega, but Taunt can be used to ensure that slower leads, such Bronzong, Hippowdon and Swampert, never set up Stealth Rock. All 252 Special Attack EVs aren't necessary, and can be transferred to Attack to allow Explosion to do as much as possible. However, going below 321 Special Attack is not recommended, as this is the minimum amount required to 2HKO the typical 338 HP / 330 SpD Bronzong with Leftovers 75% of the time.</p>
http://www.smogon.com/dp/pokemon/azelf
[SET]
name: Frolicking Fairy
move 1: Stealth Rock
move 2: Psychic
move 3: Explosion
move 4: Fire Blast / Taunt
item: Focus Sash
nature: Naive
evs: 4 Atk / 252 SpA / 252 Spe
ivs: 28 SpD
[SET COMMENT]
<p>This set uses Azelf's Speed and Focus Sash to help beat the common leads, Gengar, Gyarados and Bronzong (the top three leads on Shoddy). It OHKOs Gengar (outspeeding non Scarf variants and surviving Scarf variants with Focus Sash) with Psychic, OHKOs non bulky Gyarados with Explosion (and always gets a Stealth Rock off), and 2HKOs Bronzong with Fire Blast. It also has the ability to OHKO Roserade and Infernape with Psychic (though beware that both often run Focus Sash when leading), and Ninjask with Fire Blast.</p>
<p>Fire Blast is preferred for its chance to OHKO Weavile and Yanmega, but Taunt can be used to ensure that slower leads, such Bronzong, Hippowdon and Swampert, never set up Stealth Rock. All 252 Special Attack EVs aren't necessary, and can be transferred to Attack to allow Explosion to do as much as possible. However, going below 321 Special Attack is not recommended, as this is the minimum amount required to 2HKO the typical 338 HP / 330 SpD Bronzong with Leftovers 75% of the time.</p>