I've always found Belly Drum to be a far better set. You'd be suprised at how hard it is for only a moderately weakened team to tank +6 Aqua Jets, and Leftovers helps make setup easier by offsetting some passive damage. Azumarill can also set up very easily on predicted switches, as threats such as Tyranitar will almost never stay in. The Choice Band set certainly isn't bad, but being able to late-game sweep with near perfection isn't an easy thing to give up.
Sitrus Berry is a better item, because it gives you 25% of your max HP back instantly, and gives you a much better chance of surviving other priority attacks, and attacks from things that aren't OHKO'd by Aqua Jet.
Wait until you are forced to switch out after losing 50% of your health. One status like Toxic, Burn, Paralyze or even Seeded is enough. If you do the calculation, Talonflame LO priority BB does about 60-70% of Azu max 252HP. LO/Banded Scizor 252Atk/252HP can easily Bullet Punch a half-life Azu. Even worse, let's say you have a free turn to Belly Drum by forcing your opponent to switch, I would love to see how you deal with Sucker Punch M-Kang or M-Mawile. Trust me, you don't want to take any hit from those 2 even with full health. Aegislash 252Atk/168Spe Shadow Sneak can also clean this after-belly-(+6)-Azumarill easily.
The biggest problem for Azumarill Belly Drum is you must stand your ground until you are dead. You can't retreat with 50% HP because you will be pretty much useless. And forcing him out is not very hard, even just KO him.
Good players won't BD when the opponent still has healthy counters that can end their sweep, unless they need to break through a wall to set up a different win condition. Even then, they wouldn't retreat after belly drumming, they would just sac it and try to prevent their opponent from setting up on a predicted switch.
Because you usually have 4 offensives with CB Azu so I'm kind of confused. What would you sacrifice for Belly Drum?
But now I do the calculation, it is somewhat scary. If you can force your opponent to switch on a free-switch Azumarill, you basically have a free turn to setup a Belly Drum and eat the Sitrus to be at 75% HP. A +6 healthy Azu is really scary. It will go down to 1 or 2 priorities-users but it will take down at least 2 with it if the opponent does not have a counter.
The move set should be Belly Drum/Aqua Jet/Play Rough/Brick Break or Bulldoze (unless Superpower is
really needed to KO something). Brick Break is for Ferrothorn, Bulldoze is for Tentacruel and other poison types who can't OKHO you. Superpower leaves you open to faster priority users, and is unlikely to net any new KOs at +6, so I wouldn't recommend it.
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Anyway, I'm sure at least one other person has mentioned this somewhere in last 13 pages of this thread, but what do people think about a defensive set with Sap Sipper? It's prety bulky, has great defensive typing that makes a great counter to things like Breloom, Kingdra, Weavile, Blaziken, Serpirior, etc, and it has perfect defensive synergy with Ferrothorn and most ground types. Sadly, its movepool is a bit shallow for defensive set, with Scald, Ice Beam, fairy STAB, Toxic, Light Screen (but no Reflect), and Parish Song as its stand out options. Might that be Viable?