Heatran definitely needs to be modest ; all the movesets I've seen suggested go with Modest. This is probably because he needs both his defenses and his speed is just high enough for him to at least try outrunning stuff.
The only physical attack I'm seeing suggested is Explosion.
Here's where I'm looking:
http://www.smogon.com/dp/pokemon/heatranA Modest Level 70 Heatran's stats with max IVs will be at the following values:
HP: 229
Attack: 136
Defense: 175
Special Attack: 228
Special Defense: 175
Speed: 134
Unfortunately, I don't know if I can help you nickname a Scizor. I've never nicknamed any of my pokemon.
confused 
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