Here is a set my friend Ruesap introduced to me, one that has been especially effective in the current metagame, what with Gyarados and Garchomp having little to no problem switching into Heatran.
http://www.smogon.com/dp/pokemon/heatran
[SET]
Name: Burn Support Heatran
Move 1: Will-O-Wisp
Move 2: Stealth Rock / Substitute
Move 3: Overheat
Move 4: Roar / Earth Power
Item: Leftovers
EVs: 252 HP / 16 SpA / 240 SpD
Nature: Modest
[SET COMMENTS]
<p>This Heatran is very sneaky. It sets up Stealth Rock as soon as possible, while hopefully luring out a Garchomp or Gyarados. Then, later in the battle, it can Will-o-wisp the respective counter switching into it, or Roar in order to chip away at its health with Stealth Rock (Gyarados / Salamence). If setting up Stealth Rock is not required, Heatran can use Substitute to ensure inflicting Burn on the incoming physical sweeper.</p>
<p>Will-O-Wisp is an extremely effective move, and can seriously debilitate the opponent if used cleverly. The most common OU sweepers, Garchomp, Gyarados and Tyranitar all have few qualms about switching into Heatran, and therefore frequently find themselves burned on turn one. With its high Special Defense, Heatran can even afford to take a Suicune's Surf and Roar it away to deal with later in the battle.</p>
<p>This Heatran is an especially effective Gengar check. 359 Special Attack Life Orb Gengar's Focus Blast will never KO Heatran, even after Heatran switches into a Shadow Ball. Meanwhile, Heatran will always OHKO 4 HP / 0 SpD Gengar with Overheat. Essentially, this set will lure out and cripple the most common physical sweepers, and will also effectively deal with the most common special sweeper.</p>
http://www.smogon.com/dp/pokemon/heatran
[SET]
Name: Burn Support Heatran
Move 1: Will-O-Wisp
Move 2: Stealth Rock / Substitute
Move 3: Overheat
Move 4: Roar / Earth Power
Item: Leftovers
EVs: 252 HP / 16 SpA / 240 SpD
Nature: Modest
[SET COMMENTS]
<p>This Heatran is very sneaky. It sets up Stealth Rock as soon as possible, while hopefully luring out a Garchomp or Gyarados. Then, later in the battle, it can Will-o-wisp the respective counter switching into it, or Roar in order to chip away at its health with Stealth Rock (Gyarados / Salamence). If setting up Stealth Rock is not required, Heatran can use Substitute to ensure inflicting Burn on the incoming physical sweeper.</p>
<p>Will-O-Wisp is an extremely effective move, and can seriously debilitate the opponent if used cleverly. The most common OU sweepers, Garchomp, Gyarados and Tyranitar all have few qualms about switching into Heatran, and therefore frequently find themselves burned on turn one. With its high Special Defense, Heatran can even afford to take a Suicune's Surf and Roar it away to deal with later in the battle.</p>
<p>This Heatran is an especially effective Gengar check. 359 Special Attack Life Orb Gengar's Focus Blast will never KO Heatran, even after Heatran switches into a Shadow Ball. Meanwhile, Heatran will always OHKO 4 HP / 0 SpD Gengar with Overheat. Essentially, this set will lure out and cripple the most common physical sweepers, and will also effectively deal with the most common special sweeper.</p>