Anti leads may sound scary because of their name.
Two main purpose of anti leads are..
-Prevent
-setup
You prevent your opponent from setting up while you set up your own supportive moves.
One major point we need to keep in mind is that a Pokémon is not impossible to counter. Every single lead counters one another.
The element of surprise always wins.
IMO
An anti lead needs to have the "element of surprise" in order to counter as many leads as possible.
For example a Azelf carrying
~Grass Knot
~Fire Blast
~Stealth Rock
~Explosion / Taunt
This set may take out more then one Pokémon. It also covers more of the current popular anti leads. Most people expect Fire Blast or Psychic on Azelf.
Lets say a Azelf is carrying these moves
~Stealth Rock
~Taunt
~Grass Knot
~Explosion
While facing a Swampert you've four options.
Explode to take it out.
Grass Know to take it out.
Taunt it.
Or set up Stealth Rocks.
If the Swampert carries Protect then it may use protect on the first turn to scout your moves. If you Grass Knot while it was Protecting. 99.9% of the time Swampert will be switched out. If you taunt then the player may attack on the next turn predicting the taunt.
If you explode.. well you're going down. If you use Stealth Rock then that's a positive outcome for you.
Lets get back to the Grass Knot part...
If you carry both Fire Blast and Grass Knot you may get something using Fire Blast on the Switch in. Maybe even a Scizor if you're lucky. Not to mention that it resists Grass Knot X4.
If that happens then on the next turn you can set up Stealth Rock and Explode to take out another Pokémon.
IMO surprising movesets is the key to a good anti lead.
My description of an anti leads is..
A Pokémon that prevents set up; sets up its own support; and deals as much damage as possible before going down.
Mixed with the element of surprise an anti lead can even take out a whole team sometimes.
I remember using bellyzard as a lead once, while my opponent used Stealth Rock I Belly Drummed and sweeper the entire opposing team.
So.. overall my point is that a good anti lead needs to hold some kind of surprise in order counter other leads as well as other opposing Pokémon.