Honestly, I'd recommend hitting up the various yveltal threads for a set you like followed by resolving not to worry too much about which of the viable natures you eventually settle upon. I say this not to be condescending, but because at this early date yveltal seems like a pokemon custom built for buyer's remorse and grass-is-always-greener syndrome. He's got great bulk, wickedly strong dark stab, decent (if somewhat weird) speed as well as priority moves, taunt, substitute, foul play and two different flavors of sustain in Oblivion Wing and Roost... but you can't optimize for all of them on one bird. I opted for Modest and greatly enjoy the way that extra SpA puts a li'l bit extra mustard on those Oblivion Wings, but I'd be lying if I said that I wasn't tempted by the notion of running Sucker Punch or grabbing a defensive nature and having the thing flap around like a 'roided up mandibuzz.