So many interesting options to choose from... I have to admit that for some reason, I really like SpecsX's submission of Normal even though it fails at practically everything bmb is looking for. One thing that I particularly like about this typing is that practically every STAB move it has can be considered risky (except perhaps Return) because it cannot hit for SE damage. Either you have to choose between something low-powered (like Body Slam) and bypass the KO, or use something with a higher BP like Take Down, Giga Impact, or Hyper Beam and suffer the consequences. Furthermore, doesn't the fact that the best it can hope for is a neutral STAB hit embody a whole new flavor of risk that has as yet been unconsidered by the community?
That having been said, the other types that I favor right now are Electric/Psychic and Fire/Water. Deck Knight and Gerard have pretty much said everything there needs to be said about the former, as have Akela and forestflamerunner with regards to the latter, so I don't really have much to add there.
You've got to lose to know how to win.