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Means the Shedinja is genetically inclined to have more HP and defense/sp defense, with a overall lifelong proclivity towards additional special defense at the expense of attack power.

All Shedinjas have 1 HP and die in one hit anyway, and their only relevant stats are Attack and Speed. Its dumping a huge pile of advantages into a dead end stat that can't improve at the expense of one of its only good stats.

It has a maximum of 1 hp, no matter the IVs or EVs?

Yes. That is true.

The only useful nature around is Lonely, how sadly ironic.

If ya hit it, it's dead. If ya don't hit it, it lives. Attacks that hit do minimum 1 damage. Yes, you could faint it with CONSTRICT, the probable weakest move in the game, if it didn't have wonder guard and you had Scrappy.

Don't forget damaging weather and status inflicting moves will kill it too.

Want to know something funny? it can learn Final Gambit.

Yep, unless Lum Berry or Safety Goggles.
I like to run protect for scouting, myself. Also works well in Battle Maison doubles/triples/tag- the AI tells it if it can KO, KO it. Using protect means they waste a turn and you can switch to a poke that resists their attack.

Really, you can hook that sucker up with Swords Dance or Will o' Wisp, Shadow Sneak, Shadow Claw, and X-Scissor. Dig is also an option since I guess even undead bugs can still dig.

It can also learn Substitute.
And it can't use it.

My set is currently Will-Owisp, Protect, Shadow sneak (for if you know it's dead and you're outsped, like if they set up rocks and your spinner is dead) Shadow claw (STAB)

It can be killed by a level one Charmender with any fire move.

It has 30 base speed. It is pretty bad...

Its definitely a gimmick Pokemon. It can be easily killed by a multitude of weak opponents, but with a bit of luck and guesswork in predicting your opponents move types, you can potentially find yourself in a position to exploit a lack of type coverage.

And that's what makes it useful; being effectively invincible in some circumstances, while utterly roflstomped in others. Very situational.

Not nessesarily. It can wreck entire teams if all the threats are removed. I remember in my young days, Delphox was gone, in came Shedinja, all team ded.

That's just it; with the right combination of your opponent's type coverage, it can be amazing. Or you might roll into a battle where every single one of your enemy's Pokemon has a move that it is weak to. Its a strategic gamble with potentially high payoff, with the cost of potentially squandering a slot on an otherwise OHKOd Pokemon.

I am not an effective team builder, I just use Pokémon I enjoy. I do like Shedninja but I don't make teams well enough to cover weaknesses and stuff. *shrug* He was a fun little thing when I first played Emerald.

I'm somewhat effective at teambuilding to cover weaknesses. I once made a team based around mega Venusaur, looked at the types that affected it and brought in tyranitar, etc etc until I had a full team.