Kyurem is actually weak to fighting, not ice. Just sayin'....hm.
Kyurem: Rock, Dragon, Ice, Steel weak
Sazandora: Dragon, Ice, Fighting, Bug weak
...looks to me like they both have four weaknesses. :0 Just sayin'. Oh and FYI, supereffective Bug STAB is bound to be much more common this generation, too.
They both have weaknesses to fairly common attack types. The biggest difference between the two are:
(pros)
Sazandora...
-is immune to Earth type moves and spikes/toxic spikes
-has a much wider movepool
-is faster
-gets U-turn
Kyurem...
-gets STAB ice attacks
-has a higher HP stat
-gets both screens
-has better wall-breaking stats
(cons)
Sazandora...
-is weak to four common attack types
Kyurem...
-has a shallow movepool
-weak to four common attack types
-is affected by spikes and toxic spikes
So maybe Kyurem was meant to be a wall-breaking supporter? Although that would be kind of hard to pull off. Wall breakers usually sacrifice a defensive stat to boost one of their offenses (I.e. a Naive nature), while supporters are much more defensive (I.e. an Impish nature). Although, the lead position seems to be a decent place for him. He may not be the best, but he's alright.
Here's the set i've been using:
Kyurem@Lefties
Nature: Modest
EVs: 104 HP/ 152 Def/ 236 SpA/ 16 SpD
-Frozen World
-Draco Meteor
-Reflect
-Light Screen