Firstly pick a tanky or stallish mega: altaria, charizard-x, latias, sableye, scizor, slowbro, tyranitar, venusaur
Note: all of those megas have boosting moves and could potentially be a wincon to build around if you choose that set. they're all bulky as hell on top of that
Choose a set and identify the pokemon that will commonly be switching in to that mon. For example if you use bulky SD scizor then you'll be seeing a lot of fire types and willowisp users switching in on you. Try to have a counter switch like a bulky water in the waiting. Make some obvious type synergy pokemon choices around your mega, basically.
Pick some mons that can handle the common wallbreakers: Landorus-I, Gardevoir, Manaphy, Charizard forms, Pinsir, etc but remember that you can't counter everything it's just not possible. Even stall teams have to sac mons all the time. I might reccomend "flexible" checks like Klefki because it can priority status anything that you don't hard counter, or Rocky Helmet chomp because it can wear down physical sweepers while also hitting pretty hard. You don't have to directly jump into Quagsire/Chansey/Jirachi stall if you dont want to. There's plenty room for creativity.
Figure out how you'll manage hazards and whether you want a cleric or not.
Make sure you're covered against sableye and clefable!
Oooh thank you! I'll definitely keep all that in mind ^w^
sableye looks like a really fun stall mega so I think I'll start with him.