DW Delphox isn't really good. You lose the ability to hold an item and get one that you might not want. It has the potential to be useful, but also has the potential to be a burden.
Delphox@ Life Orb (for competitive)
{Blaze}
Timid nature (+Speed, -Attack)
EVs: 252 Speed / 252 Sp. Attack / 6 HP
Calm Mind
Flamethrower
Psyshock
Grass Knot
This is what I used in-game, and it's very effective. CM once if you have the time, and blast away from there. Psyshock allows you to hit special walls harder, while Grass Knot gives you a way to kill bulky Waters.
Talonflame, on the other hand, has a wonderful Dream World ability, giving priority to all Flying moves. It's a bit redundant alongside Delphox, however.
Talonflame@ Leftovers/Life Orb
{Gale Wings}
Adamant nature (+Attack, -Sp. Attack)
EVs: 252 Attack / 252 Speed / 6 HP
Brave Bird
Flare Blitz
U-Turn
Roost
With Brave Bird getting priority, it's easy to spam this powerful attack. Flare Blitz is just as powerful, and provides extra coverage against Steel types. U-Turn allows Talonflame to escape while doing damage. Roost gets priority as well, and removes Talonflame's Flying type for the turn. You can drop some Speed for extra HP, given that Brave Bird has priority, but you lose out on Speed when Brave Bird's not an option. Still, something to consider, as more HP allows you more bulk and an easier time with the recoil from your STAB moves.
No time for more suggestions, off to work. -w-