Using Deceive over terrain can help you make a clean escape.
Try getting items with on-hit effects. These will also benefit your Hallucination clone.
Deceive's damage can be increased with increased Critical Damage effects like Infinity Edge.
If Shaco is doing well early-game, it is worth the investment to buy Vision Wards.
If Shaco uses Deceive to enter a fight he won't be able to quickly use it again to get away. Work with your team to quickly focus him down.