Illusion seems to have the potential for some incredible mind-games. I'll hold off theorymonning a hundred different uses for it until we know exactly how it works though.
Beyond that, unfortunately, Zoroark seems to be a forgettable Pokemon. His movepool just doesn't match up well enough with his stats, all of his attacks are fairly low BP, his physical Atk stat seems to be quite wasted, poor typing both offensively and defensively, frail as hell. His success depends entirely on Illusion imo...if you can bluff well and fool the opponent then he has the capacity to cause serious damage to the opponent in a way different from anything we've seen. KotW mentioned Gengar as an 'Illusion Partner' and although that works great typewise they do share quite similar counters (Blissey, Snorlax, that kind of thing). Perhaps something like I dunno...Choice Specs Zoroark + Machamp. When the opponent sees Machamp, they're sure as hell not going to go to Blissey...they're much more likely to go to a Ghost, a bulky Psychic or a general physical wall with high Def and low SpD. Firing off a Choice Specs Dark Pulse in this scenario would be very rewarding, potentially KOing and at very least crippling an important member of the opponents team (and leaving the way clear for Machamp to capitalise on the removal of his opponent's counter/check).
This was what I was thinking too, after thinking about his Illusion ability. Have it disgusied as a Fighting type. They almost always lure in Ghost and Psychics. Things like Machamp and Infernape are good illusions. Infernape can draw in things like the candle, that bulky Water/Ghost, latias, and Starmie. All who are weak to Dark and be OHKO by specs Dark Pulse. You could also try Nasty Plot to try for a sweep.
Very interesting Pokemon indeed.