An interesting option that hasn't been brought up is Analytic. (NVM ninja'd)It raises the attack power of moves by 30% if you go last, for those who don't know about the ability. This gives us a lot to think about in terms of speed, if we're slow with all of these weaknesses there is a lot of risk in trying to be a powerful, but slow offensive threat.
Other abilities I like that have been mentioned are Rattled and Hustle. Both have a high risk/reward aspect to them. Either gain speed by getting hit with super effective attacks, or have more powerful but less accurate moves. These both work spectacularly with the concept.
Two I feel should definitely not be included here are Regenerator and No Guard. I really don't see how getting 50% health back when switching out makes us less risky, it aids the whole concept and has NO downside. So we're SR weak, it lets us switch in more, which really doesn't add any risk to this concept. No Guard gives us perfect accuracy and while I can see the risk in always being hit, we shouldn't be banking on the idea that being missed is important. If we're battling well we should always assume our opponents moves hit so our strategy fights is against the opponent, not luck.