Moltres is an offensive powerhouse with a horrible defensive typing. Its only saving grace is that it's immune to Earthquake and 4x resistant to Megahorn, but users of those moves almost always have Rock Slide, which it is 4x weak to. Furthermore, Moltres is weak to the two most common special attacks in the game, Surf and Thunderbolt. That being said, it has the Special Attack stat to back up its decent Speed; it can pick off many of its so-called counters before they can react. With a single turn of setup, it can not only remove its weakness to Water moves, but also 2HKO Immunity Snorlax and nearly 2HKO Blissey.
Meet the best Fire-type user of Sunny Day. With its massively powerful STAB Fire Blast, Moltres can put serious hurt on just about everything, including Blissey. Hidden Power Grass is for Water-types in general and Swampert in particular, while Hidden Power Ice surprises Salamence. The former is recommended if you have Will-O-Wisp, as this will already render Salamence useless. Just be sure to hit Salamence on the switch or as it uses Dragon Dance, because even a burned +1 Salamence's Rock Slide will OHKO Moltres.
The Speed EVs let Moltres outrun Adamant Heracross, while maximum Special Attack along with a Modest nature give its attacks a real punch. The rest of the EVs should be put in HP for optimal bulk. Alternately, 228 Speed EVs along with a Timid nature enable Moltres to outpace neutral-natured base 100s, such as Salamence. This is especially worth considering on sets that run Hidden Power Ice, because even a burned Choice Band Salamence still OHKOes Moltres with Rock Slide.
Moltres's ability to absorb sleep from Grass-types and Jynx makes it an excellent RestTalk user; with some luck, it can then surprise the hell out of them with its STAB Fire moves. It can also stall out and beat Blissey one-on-one. Watch out for Hypnosis Milotic, however.
Maximize Special Attack in order to hit as hard as possible, hit a Speed stat of 270 to beat out Adamant Heracross, then pour the rest in HP for bulk. As previously mentioned, Hidden Power Ice variants should consider running a Timid nature and 228 Speed EVs; this allows Moltres to outrun and take down Salamence before being OHKOed itself.
A sweeper set can utilize Agility, especially if a teammate is also passing it a few Calm Mind boosts. Hidden Power Electric is another option to still hit Water-types and do more damage to Gyarados; however, Swampert is much more common than Gyarados. Nevertheless, as Hidden Power Grass is standard on most Moltres, it can bluff easily and force Swampert out. Gyarados, on the other hand, is likely to stay in and use Taunt on an expected Will-O-Wisp, which makes Hidden Power Electric on the whole a rather decent option.
Checks and Counters
Suicune is one of the best counters to Moltres because it won't take much from even Hidden Power Grass. Swampert beats Hidden Power Ice Moltres, but since Hidden Power Grass variants are more common, Swampert has to be careful. Milotic also has the Special Defense to take Moltres on, and even has Recover to stall out sun turns.
Thick Fat Snorlax can take hits all day, but Will-O-Wisp will slow it down; note though that Immunity Snorlax detests taking STAB 120 Base Power sun-boosted attacks from 383 Special Attack. Similarly, Blissey can sponge hits comfortably thanks to Softboiled, and doesn't care about Will-O-Wisp thanks to Natural Cure. Even though a sun-boosted Fire Blast 2HKOes Blissey after Spikes, Blissey can repeatedly use Softboiled until the sun runs out, or use Thunder Wave and fish for full paralysis with Softboiled. Either way, Moltres will most probably run out of Fire Blast PP before it can nab a critical hit, and even a critical hit will likely not OHKO it.
Aerodactyl can survive any of Moltres's attacks, but will not appreciate being burnt. As most Moltres start with Will-O-Wisp, Charizard can freely switch in and set up with Belly Drum. A sun-boosted Flamethrower will likely KO a half health Charizard, though, while Fire Blast always will. Houndoom not only resists the two most common Hidden Power types, but can also switch into Moltres's Fire moves and turn the tables on it: a Flash Fire- and sun-boosted Flamethrower 2HKOes Moltres, while Fire Blast nabs the KO with any one boost.