I'd go with being able to counter the 10 biggest (in your judgment) threats while simultaneously building a team around a particular thought in mind. This doesn't mean that you should ignore all other threats or completely devote yourself entirely to some contrived strategy. The idea is to find an ideal middle-ground, and as Surgo has said, to misquote him, the D/P team-building process will be more about choosing a particular strategy, and then acting upon it. So, it will be the middle ground, edging towards strategy over counters.
Here are the 3 things to keep in mind:
#1 A strategy
#2 Some counters for the biggest threats. These should ideally fit into your strategy, as well as provide some all around support/defense/offense.
#3 Some glue. I mean this metaphorically, as you'll want to tinker with sets (and/or EVs) or even add a pokemon or two in order to give your team better cohesion. This is what most people who made RMTs these past few months must've forgotten. YOU CAN'T JUST THROW A BUNCH OF STANDARD COUNTERS AND SWEEPERS TOGETHER AND CALL IT A TEAM. I know that I probably was not the first person to say this, but please, I cannot stress this point enough: YOUR TEAM NEEDS COHESION. Call it cohesion, call it flow, call it relevance, but whatever you call it, make sure your team has it.
So, bearing these 3 things in mind, build a team that would seem fantastic by reading other's RMTs, pokemon analyses, and maybe counseling with a few players of D/P (like Jibaku).
If I forgot anything important, tell me and I'll edit my post to include it.