Honedge is available on Route 6 (rare) in Kalos. Doublade and Aegislash are only available by evolving Honedge.
Dusk Stones are available in Laverre City and Terminus Cave. Further Dusk Stones may be obtained through the Super Training "Watch Out! That's One Tricky Second Half!" or from Psychic Inver after defeating him in an Inverse Battle.
Honedge and its evolutions have the potential to destroy Kalos should you be lucky enough to obtain one. Aegislash is a 720 BST 'mon disguised as a 520, so as long as you can keep Honedge and then Doublade alive until you get a Dusk Stone, you're golden. Possessing an excellent movepool, defensive typing, and stats, it's no wonder Aegislash got bumped up to Ubers. The early and mid-game aren't particularly kind to its pre-evolutions though, so beware.
Tierno and Trevor (Route 7, tag battle with rival): You'll actually want to be a bit careful here. Despite Aegislash's potential, Honedge works off of a measly base 45 HP and 37 Special Defense, meaning one unresisted special move may spell the end of your hopes and dreams. Pikachu's Thunder Shock is the one to watch out for, but Flabébé is walled and Corphish is physically-based.
Gym #2 - Grant (Cyllage City, Rock-type): High Defense and a resistance to Rock make Honedge a tempting option here, but beware of Tyrunt's Bite; not to mention you won't have a STAB Steel attack to retaliate with. Amaura can be tackled just fine, however.
Korrina (Geosenge Town, Fighting-type): Ghost/Steel typing is a Mew-send in this battle, as not a single attack that Korrina's Lucarios have can touch you. You have absolutely nothing to fear - go for it and annihilate them.
Rival (Tower of Mastery): Honedge is out of luck here, as even Meowstic's STAB is powerful against its incredibly low Special Defense, Eviolite or not. Likewise, Absol must be avoided for obvious reasons. Of all the starters, Quilladin is the only physically based one, which Honedge can take down easily; the other two are too dangerous.
Gym #3 - Korrina (Shalour City, Fighting-type): You gotta love that Ghost annihilates Steel's Fighting weakness: Honedge's typing renders renders ALL of Korrina's attacks useless except Machoke's Rock Tomb, which you resist anyway. A great matchup even for the yet-unevolved Honedge, but beware of critical hits from Machoke if it gets off two or more Leers if you're still unevolved.
Rival (Coumarine City): This battle is actually kinda rough on Honedge. Shadow Sneak can be used against Meowstic since Honedge resists both Fairy and Psychic, but don't press your luck too much against special attacks. Even Doublade sits at a paltry base 59 HP and 49 Special Defense, so try not to take an unresisted special move to the face. Absol should probably be avoided, since even with Doublade's 150 Defense stat, you've got nothing to hit it back with unless you've kept Fury Cutter, and even then critical hits will bite you. Finally, the only starter you should be taking on is Quilladin, but even then Bite will pack a punch.
Gym #4 - Ramos (Coumarine City, Grass-type): You resist Grass, and may be running Aerial Ace at this point, so Doublade can get things done here. And Ramos' ace is physically based, so Doublade should make short work of it. Just be sure to not take too many Bulldozes from Gogoat.
Aliana (Kalos Power Plant): Don't. You have an obvious type disadvantage. The Eviolite may help, but it's still somewhat risky.
Gym #5 - Clemont (Lumiose City, Electric-type): Clemont is frightening since you don't resist Electric and it's all special here. Maaaaaybe sit this one out.
Rival (Route 14): An Eviolite Doublade fares quite well here, being able to defeat Meowstic and Chesnaught without too many problems. However, Absol and the other two starters, now Delphox and Greninja, have moves that it will not enjoy taking, so sit those out.
Gym #6 - Valerie (Laverre City, Fairy-type): If you've wandered up to level 45 and have Iron Head, then have at this gym (but, again, beware of special attacks, even if you resist them!). Otherwise, your resistance is only marginally useful with nothing to fight back with. It is also worth noting that Mawile has Crunch, which is super-effective against you in this generation.
Celosia and Bryony (Poké Ball Factory, tag battle with rival): Liepard is very frail, but also has super effective STAB. Take it down as fast as you can and only if you have the Eviolite attached; it's still dangerous, despite its better-than-average-but-not-exceptional Attack. Leave Manectric for later, since it has only physical moves. It won't hurt much.
Mable (Frost Cavern): Both of its STABs hit Doublade for double damage. Yeah, no.
Rival (Anistar City): About the same here... but now you can't even really use Doublade against Meowstic because it's carrying Shadow Ball. The Eeveelutions are scary because you won't resist any of them and you're weak to Flareon. Chesnaught can be dealt with fairly safely, but stay away from Greninja and Delphox.
Gym #7 - Olympia (Anistar City, Psychic-type): You're a ghost... and if you've kept Shadow Sneak or Shadow Claw around, this gym should be pretty easy. That 110 base Attack stat is nothing to sneeze at, after all.
Lysandre battle #1 (Lysandre Labs): Mienfoo isn't a threat, so Doublade isn't a bad lead. Murkrow could be taken care of with a well-placed Sacred Sword if you've grinded that far, or possibly a different neutral move, but Night Slash combined with Super Luck is a very real risk and should probably be avoided. Even then, after that fight you may want to let Doublade bow out gracefully. Pyroar isn't really something you want to face, and you probably have better options for Gyarados as well.
Aliana (Lysandre Labs): Again, it's a Mightyena. Not the most suitable opponent really, though with the Eviolite you can afford to take risks if you feel brave. Druddigon, though, is another story; Night Slash will hurt potentially even more than Mightyena's STAB and its possibility of critting puts you at a further risk.
Celosia (Lysandre Labs): This Manectric has Flamethrower, so no. Drapion has Dark STAB, so it's even more no. Again, sit this out.
Bryony (Lysandre Labs): If you managed to beat the previous Mightyenas, Liepard won't be a big issue. Her Bisharp is... predictably even worse. Maaaaaybe if you already somehow have Aegislash and Sacred Sword, otherwise nope.
Mable (Lysandre Labs): First up is Houndoom, nothing to say except run for your life. She also has a Drapion, and it even has Acupressure, so all the more you really don't want to fight it.
Xerosic (Lysandre Labs): After a stash of bad matchups, there is finally a redeeming factor, as Crobat is a good opponent for Doublade. Acrobatics will not harm you much, and Poison won't at all. Malamar is more difficult, but oddly doable; its physical offensive cannot do a lot to an Eviolite Doublade, especially since its immunity to Fighting prevents Malamar from using its most powerful weapon, which is Contrary Superpower. Nevertheless, play carefully.
Lysandre battle #2 (Team Flare Secret HQ): Pretty much the same thing, but now Murkrow is evolved and even more of a threat.
Xerneas (Team Flare Secret HQ, X only): Don't fight this; despite the resistance, Doublade still has a lot of trouble taking special hits, and Xerneas is capable of delivering really strong blows with Fairy Aura and Geomancy.
Yveltal (Team Flare Secret HQ, Y only): Same as Xerneas, except that the ability and typing are much more dangerous. All the more, sit this one out.
Lysandre battle #3 (Team Flare Secret HQ): More of the same, except you can fight Gyarados if you REALLY have to with Sacred Sword, given Mega Gyarados' new Dark typing. It still has Earthquake, though, which isn't something you want to tank, even in Shield Forme.
Professor Sycamore (Couriway Town): All of them are special attackers. Charizard is a no in principle, and Blastoise is still stronger, so no. You have a chance against Venusaur, but don't rely too much on your strength because even Grass moves can hurt when your Special Defense is that low.
Shauna (Route 19): FINALLY. The Dusk Stone is available and you've got a mother-loving Aegislash. Delcatty can't do much to you here, so Aegislash is a good lead. Goodra is carrying Earthquake so be careful about that, but your newfound defenses should help quite a bit if you can play your cards well with Stance Change. Just be careful about Delphox; the other two starters should be okay.
Tierno (Route 19): You can actually clean up Tierno without a problem... since his Talonflame doesn't have any Fire moves. And Roserade only has Petal Dance... seriously, who taught this kid how to train Pokémon?
Trevor (Route 19): His Raichu shouldn't be a huge problem, just don't get caught in the wrong form. Aerodactyl is probably the most threatening pokemon from all three trainers since it's fast and has a nasty Attack stat plus Crunch. Florges... well, it's a Fairy. You do the math.
Gym #8 - Wulfric (Snowbelle City, Ice-type): Sacred Sword. See you on the other side.
Rival (Victory Road): As long as you avoid Shadow Ball, leading with Aegislash is once again viable. The Eeveelution is less threatening now that you have potentially monstrous defenses, but I'd still shy away from Flareon. Altaria isn't really a threat, nor is Absol if you still have Sacred Sword. And same ol' same ol' with the starters.
Elite Four Wikstrom (Pokémon League, Ironworks Chamber, Steel-type): Klefki is fine to take on, but the others are varying degrees of dangerous. Probopass has Sturdy and Earth Power, although if you have Sacred Sword, you SHOULD be able to tank one hit. Scizor, however, has Night Slash and is definitely dangerous, as you can't hit it super-effectively. The mirror match against his Aegislash is doable, but be very careful.
Elite Four Malva (Pokémon League, Blazing Chamber, Fire-type): LOLNOPE.
Elite Four Drasna (Pokémon League, Dragonmark Chamber, Dragon-type): Noivern has Flamethrower, but otherwise none of these dragons are packing a super-effective move, so you should be okay. Just be wise with those Forme changes.
Elite Four Siebold (Pokémon League, Flood Chamber, Water-type): This one is pretty neutral... you don't resist Water but Aegislash is just so strong it can probably still sweep if you set up with Swords Dance. The main issue is that Clawitzer has Dark Pulse while Gyarados has Dragon Dance and Earthquake. You can make do against Starmie and Barbaracle, though.
Champion Diantha (Pokémon League, Radiant Chamber): Hawlucha can't do squat to Aegislash, so set up and enjoy the ride. You've basically got something for everyone here except Goodra, which is carrying Fire Blast, but even Goodra will fall to a +6 Iron Head or Shadow Claw.
Honedge starts with Tackle and Swords Dance. By the time you get a hold of it, it will also have Fury Cutter, Metal Sound, and possibly Pursuit instead of Tackle. Autotomize comes at 18, but isn't particularly useful. Shadow Sneak, on the other hand, is fabulous. Honedge and Doublade are lacking in speed but not power, and Shadow Sneak greatly nullifies the problem. However, be VERY careful when using this move as Aegislash, because it will cause you to take a hit when you're in blade forme, and taking hits isn't blade-Aegislash's speciality. Aerial Ace is two levels later at 22, giving decent coverage, but redundant surefire accuracy, given you have No Guard at this point. Retaliate is next, and this is the point where you've got to start making decisions about moves; you may keep it over Pursuit, which is generally redundant when you have Ghost STAB. However, Retaliate is short-lived thanks to Slash at level 29. Iron Defense at 32 is an interesting option to increase the survivability of Honedge and Doublade before you get to Aegislash, but the line's bulk is already remarkable and the move will often prove redundant. Night Slash at 35 is redundant, again, with both Shadow Sneak and Shadow Claw. Power Trick is just trippy, especially if you keep it until you have an Aegislash, but you shouldn't. Then, at level 45, we finally get some Steel STAB. Iron Head is great and needs to replace something - usually Slash due to typing and overall usefulness. And finally, Sacred Sword, which may or may not enter your moveset depending on your team's needs. The only other move we have to fit in here is the obvious King's Shield, Aegislash's signature move, which you WILL want to run on just about any set unless you decide to keep it as a Doublade forever.
There are some decent options in TMs as well, especially for an already evolved Aegislash, which can profit off of its great Special Attack when in Blade Forme. Shadow Ball, Flash Cannon, and even Hidden Power are all decent options. Rock Slide might be worth a look as well, if you're lacking Rock coverage. Don't forget about Shadow Claw too, which is obtainable fairly early on (Glittering Cave) and will provide plentiful STAB for many badges to come. Return is always a good option early on, but you should ditch it for an appropriate STAB move when you get the chance.
There is no specific recommended moveset; the flexibility of this line, and the plethora of TMs it learns, encourage a situational usage of moves.
Minimum stats are calculated with 0 EVs, IVs of 0, and a hindering nature, if applicable.
Maximum stats are calculated with 252 EVs, IVs of 31, and a helpful nature, if applicable.
Honedge Line Ratings
What Nature do I want? Attack-boosting Natures are probably the best, since they make this line useful before they reach their final evolution. Special Attack- or Speed-reducing Natures are fine basically no matter what, although if you do plan on getting your Honedge to Aegislash status, its Special Attack will be more than usable as well.
At what point in the game should I be evolved? There's no reason not to get a Doublade at 35, and as soon as you can get a Dusk Stone slap that thing on it and get an Aegislash!
How good is the Honedge line in a Nuzlocke? It's a bit difficult to get it to its final form, but totally worth it. Bro-tier for sure.