PZ uses boltbeam most of the time.
I'd say something lik this if you ran a choice set:
If you ran an agility set, just forego D.Pulse for agility. If PZ had the defenses of P2, this set would be very appealing.
PZ can also run a surprise mix set w/Return that can 2HKO Blissey. A very nasty surprise indeed.
Nasty Plot/SubSalac/Tric/Specs are other choices (the first two going together)
SubSalac means substituting untill your HP is low enough to activate Salac Berry (upping speed) (nasty ploting when you get the chance) then fire away with +1 speed and hopefully +2 s.atk if you got a plot in. Priority screws this set and your HP must be devisable by 4 for it to work.
Trick and specs are essentially the same thing too since PZ with specs is generally a bad idea due to his sub-par speed, but with trick you can come in on a switch and ruin his would-be counter Blissey by tricking a choice item on to her. Any Blissey (barring the odd specs Bliss) HATES getting choiced.