Because Diancie cannot be obtained through normal means coming up with a strategy can be somewhat difficult. However, I was fortunate enough to get myself a Diancie so I can share my own two-cents about this Pokémon. Be warned that I am by no means an expert at Pokémon battles, and don't like to battle competitively so some things I do might make some people cringe (I'm sorry!). I must admit though that Diancie is an absolute blast to battle with. With that said here are a few things I did with my Diancie.
First up is Nature. At the time I got Diancie I didn't really know what Nature would work best for it––I did look up suggestions for what other people did with theirs, but I wasn't really fond of their choices so I opted for a neutral Nature instead which doesn't affect any of its stats. This Nature ended up being Hardy. If I knew what to go with at the time I'd probably go for a Modest or Timid Nature. Anything to help either its Special Attack or Speed. Ehhh, oh well. I'm not largely worried about it because my Diancie still rocks––if you'll pardon the pun. Characteristics I don't really understand all that much so I generally ignore those.
Diancie's only Ability is Clear Body. What this does is prevent the Pokémon's stats from being lowered which can be quite handy if your opponent is using stat reducing moves. It definitely makes Carbink a pain to take down who also has the Ability. Because of its high Defense and Special Defense I often find myself needing to use a super effective move in order to defeat it quickly. If you're going to utilize Diancie's Mega Evolution its Ability changes to Magic Bounce. Honestly, I love this Ability because it'll reflect status ailments back at the Pokémon that used it. So if your opponent uses Thunder Wave Mega Diancie will fling it back at them. Do keep in mind though that it won't have any effect if the Pokémon is immune to the ailment, such as Pikachu being immune to Paralyze from Electric attacks. Also some Abilities can prevent it from working, such as Teravolt, Turboblaze, or Mold Breaker. Magic Bounce also affects status reduction moves like Scary Face or Sand-Attack, and entry hazard moves like Taunt or Torment. I love this Ability and it amuses me.
Last up is moves. This can vary depending on your own personal preferences but for me my Diancie knows Diamond Storm, Moonblast, Dazzling Gleam, and Psychic. Because of my playstyle––which is basically try and defeat opponents as fast as possible––this moveset works for me and I like it.