Pinsir can work as an effective anti-lead against many common UU leads by balancing considerable attack power with decent physical bulk and Speed. This set makes great use of one of the only moves not shared by Pinsir and his little brother Heracross: Stealth Rock. Although Stealth Rock is an important tool for almost all teams, in this set it takes a back seat to attempting to KO the opposing lead.
X-Scissor is another move that Pinsir has that Heracross does not, and although it sacrifices a massive amount of power compared to Heracross's Megahorn, it boasts perfect accuracy, which is especially important at the start of the game. X-Scissor is very useful for Pinsir, allowing him to 2HKO Uxie and Mesprit while also scoring powerful hits on Alakazam, Ambipom, and Electrode. Alakazam and Electrode can then be disposed of with Quick Attack, the third competitive move that Heracross does not have. Unfortunately, Adamant X-Scissor + Quick Attack only has an average shot to 2HKO Ambipom, and Pinsir will also lose to Life Orb-boosted Fake Out + Return. Close Combat is another good tool for Pinsir to use, since it can easily OHKO Ambipom. It is also useful to hit Cloyster, Rhyperior, Registeel, and Steelix for super effective damage. However, it is illegal with Quick Attack, so you should think carefully before using it. Hence, Close Combat pairs well with Stone Edge to hit Flying- and Fire-types, and Quick Attack pairs well with Earthquake to beat Rock-, Steel-, and Poison-types.
As Pinsir has many options for covering different threats, this set has a great deal of customizability. Generally speaking, a Jolly nature is most useful if you want to get Stealth Rock up reliably, as it allows you to outrun Modest Moltres, as well as Timid Venusaur and Mesprit, and also gives you more utility mid-game. However, an Adamant nature can also be useful in order to more easily obtain vital KOs against such bulky threats as Kabutops and Omastar. There are four moves that can be used in your two attacking move slots, and almost any combination of moves and nature is usable depending on the foes you wish to prioritize on beating.
Stone Edge is effective against several Pokemon who wall Pinsir otherwise, most importantly Moltres. It is also a powerful weapon against Arcanine, usually OHKOing after Flare Blitz recoil, and can 2HKO suicide lead Cloyster. The only real problem with it is its low accuracy. Earthquake provides much of the same coverage as Close Combat, albeit with less power. However, it gives Pinsir a better chance than Close Combat at taking on some lesser-seen leads, such as Qwilfish, Nidoking, and Nidoqueen. Earthquake also has a lot of mid-game utility in hitting Rotom, Weezing, and Mismagius. However, it cannot 2HKO bulky Omastar with Leftovers. It is not advisable to use a combination of Close Combat + Earthquake due to overlapping coverage, and Close Combat + Quick Attack is illegal, but any other legal combination of these four moves is usable. However, any combination lacking Quick Attack is beaten by faster offensive leads such as Alakazam, any combination lacking Close Combat loses to dedicated Spikes leads such as bulky Omastar and Cloyster, any combination lacking Stone Edge loses to Moltres and other Flying-types, and any combination lacking Earthquake loses to Qwilfish and other Poison-types. Generally speaking, Jolly Pinsir should use Close Combat + Stone Edge as this provides the best balance between sheer power and coverage, and as such is most useful both early- and late-game. However, for an Adamant Pinsir, Earthquake + Quick Attack is usually better, since this allows Pinsir to better take advantage of its extra power. Lastly, although Close Combat is illegal with Quick Attack, Superpower is not, and can allow Pinsir to beat Kabutops with greater ease. However, it will leave him as setup fodder for just about everything else.
Focus Sash is usually the best item, preventing Pinsir from being OHKOed by the likes of Moltres and Kabutops. Lum Berry can also be useful to avoid Uxie's Thunder Wave and Yawn. Mold Breaker is the most useful ability, though Hyper Cutter will negate Arcanine's Intimidate. The EVs and nature generate maximum Attack, allowing Pinsir to deal as much damage as possible to the opposing team. The Speed stat is also maximized, allowing him to outrun most lead Arcanine and Kabutops. The 4 leftover EVs go in Defense rather than in HP in order to give Pinsir five switches into Stealth Rock.
Stealth Rock benefits all kinds of teams, but this Pinsir will usually work best on pure or bulky offense teams. You should also note that if Pinsir lacks Close Combat, bulky lead Omastar or Cloyster can set up two layers of Spikes against him, so you should also carry a Rapid Spinner. Rapid Spinners are also helpful to remove Stealth Rock from the field, which will badly hurt Pinsir if you save him for later in the battle. Good partners on offensive teams include Pokemon who benefit from early-game Stealth Rock, such as Blaziken and Venusaur. Neither of these enjoy taking the Rock-type attacks aimed at Pinsir though, so tread carefully. In an offensive role, Pinsir's greatest joy is in beating down slower Psychic- and Dark-types such as Slowbro and Uxie; thus, he makes a good partner to Fighting-types such as Hitmontop, who in return can Rapid Spin away Stealth Rock for Pinsir. Fast Psychic-types such as Alakazam also make good partners since they are able to strike down Fighting- and Poison-types. Lastly, bulky Water-types such as Milotic can be helpful to deal with Fire- and Rock-type Pokemon, as well as helping to some extent against Swellow and other fast Flying-types who give Pinsir problems.