Hi! I'm relatively new to competitive battling, so maybe you'll find many flaws in my team. However I've been testing it in Pokemon Showdown and I've been doing pretty well. Feedback is well received!
Azelf @ Focus Sash
Ability: Levitate
Nature: Naive
EVs: 196 Atk/60 SpA/252 Spe
Moves:
- Stealth Rock
- Knock Off
- Fire Blast
- Explosion
Azelf is my main suicide lead always. It has a high speed which allows it to set up Stealth Rock early in the game. Many people I've battled with tend to switch their lead Pokemon, so Azelf usually stays a turn or two, either knocking off items or using Fire Blast against steel-types like Metagross and Bisharp. Lastly, Explosion is to make decent damage to bulky Pokemon, or when Azelf is left at 1 HP.
Ambipom @ Silk Scarf
Ability: Technician
Nature: Jolly
EVs: 4 HP/252 Atk/252 Spe
Moves:
- Fake Out
- Return
- Power-Up Punch
- U-Turn
Yeah, believe it or not, I'm using Ambipom in an OU team. I've always liked this Pokemon and I wanted to do something different. And surprisingly, when used correctly, it's pretty good! Fake Out and Return are the main STAB moves, that most of the times end KOing any Pokemon thanks to the Silk Scarf. U-Turn is for Ambipom's longevity. And Power-Up Punch gets Technician's boost and makes it able for Ambipom to wreck some havoc on oppossing Pokemon.
Conkeldurr @ Assault Vest
Ability: Iron Fist
Nature: Adamant
EVs: 252 Atk/236 SpD/20 Spe
Moves:
- Mach Punch
- Drain Punch
- Ice Punch
- Stone Edge
While Ambipom hits hard, I needed something that could hit harder, have a major bulk and could go for super effective hits. All of these I found it on Conkeldurr. Mach Punch is for priority and revenge kills, and with Iron Fist and STAB boosts it hits pretty well. Drain Punch helps Conkeldurr stay longer on the battlefield, and also receibes STAB and Iron Fist boosts. Ice Punch is for Flying-types and bulky Ground and Dragon-types. Stone Edge is for bulky Flying-types and Water-types that resist Mach Punch and Drain Punch.
Thundurus @ Life Orb
Ability: Defiant
Nature: Naive
EVs: 68 Atk/188 SpA/252 Spe
Moves:
- Superpower
- Thunderbolt
- Knock Off
- Grass Knot
Thundurus is a mixed sweeper with high Speed and decent enough bulk. I chose to use Defiant over Prankster since I didn't want to run status moves on it and it checks pretty well against Intimidates. Superpower is for causing the maximum damage output and hits super effective against Heatran, Excadrill and Bisharp amongst others. Thunderbolt is Thunduru's STAB attack. Knock Off hits pretty hard and is usually good due to its' higher speed. I ran Grass Knot because many people tend to switch their Water-types into things like Excadrill or Hippowdon where Thunderbolt wouldn't do anything.
Porygon2 @ Eviolite
Ability: Trace
Nature: Calm
EVs: 248 HP/204 Def/56 SpD
Moves:
- Ice Beam
- Thunderbolt
- Thunder Wave
- Recover
Another rather "uncommon" Pokemon, Porygon2 proved to be an excellent mixed wall, being able to cripple sweepers with Thunder Wave and then get health back with Recover. Thunderbolt and Ice Beam are excellent coverage moves, and with the added bonuses of freezing and paralyzing, it's a jack-of-all-trades.
Alakazam @ Alakazite
Ability: Magic Guard
Nature: Timid
EVs: 4 Def/252 SpA/252 Spe
Moves:
- Psychic
- Shadow Ball
- Dazzling Gleam
- Protect
Alakazam is my mega of this team, due to its' high Speed and Special Attack. Magic Guard allows it to go into the battlefield without worrying about entry hazards. Protect is used so it can safely mega evolve. Psychic is its' main STAB attack. Shadow Ball hits Steel-types and is super effective against Ghost and other Psychic-types. Dazzling Gleam hits really hard dragons and Dark-types, and I find it more reliable than Focus Blast for its' accuracy.
So, what do you think? Any ideas you could give me to improve my team are welcome. Thanks!

Azelf @ Focus Sash
Ability: Levitate
Nature: Naive
EVs: 196 Atk/60 SpA/252 Spe
Moves:
- Stealth Rock
- Knock Off
- Fire Blast
- Explosion
Azelf is my main suicide lead always. It has a high speed which allows it to set up Stealth Rock early in the game. Many people I've battled with tend to switch their lead Pokemon, so Azelf usually stays a turn or two, either knocking off items or using Fire Blast against steel-types like Metagross and Bisharp. Lastly, Explosion is to make decent damage to bulky Pokemon, or when Azelf is left at 1 HP.

Ambipom @ Silk Scarf
Ability: Technician
Nature: Jolly
EVs: 4 HP/252 Atk/252 Spe
Moves:
- Fake Out
- Return
- Power-Up Punch
- U-Turn
Yeah, believe it or not, I'm using Ambipom in an OU team. I've always liked this Pokemon and I wanted to do something different. And surprisingly, when used correctly, it's pretty good! Fake Out and Return are the main STAB moves, that most of the times end KOing any Pokemon thanks to the Silk Scarf. U-Turn is for Ambipom's longevity. And Power-Up Punch gets Technician's boost and makes it able for Ambipom to wreck some havoc on oppossing Pokemon.

Conkeldurr @ Assault Vest
Ability: Iron Fist
Nature: Adamant
EVs: 252 Atk/236 SpD/20 Spe
Moves:
- Mach Punch
- Drain Punch
- Ice Punch
- Stone Edge
While Ambipom hits hard, I needed something that could hit harder, have a major bulk and could go for super effective hits. All of these I found it on Conkeldurr. Mach Punch is for priority and revenge kills, and with Iron Fist and STAB boosts it hits pretty well. Drain Punch helps Conkeldurr stay longer on the battlefield, and also receibes STAB and Iron Fist boosts. Ice Punch is for Flying-types and bulky Ground and Dragon-types. Stone Edge is for bulky Flying-types and Water-types that resist Mach Punch and Drain Punch.

Thundurus @ Life Orb
Ability: Defiant
Nature: Naive
EVs: 68 Atk/188 SpA/252 Spe
Moves:
- Superpower
- Thunderbolt
- Knock Off
- Grass Knot
Thundurus is a mixed sweeper with high Speed and decent enough bulk. I chose to use Defiant over Prankster since I didn't want to run status moves on it and it checks pretty well against Intimidates. Superpower is for causing the maximum damage output and hits super effective against Heatran, Excadrill and Bisharp amongst others. Thunderbolt is Thunduru's STAB attack. Knock Off hits pretty hard and is usually good due to its' higher speed. I ran Grass Knot because many people tend to switch their Water-types into things like Excadrill or Hippowdon where Thunderbolt wouldn't do anything.

Porygon2 @ Eviolite
Ability: Trace
Nature: Calm
EVs: 248 HP/204 Def/56 SpD
Moves:
- Ice Beam
- Thunderbolt
- Thunder Wave
- Recover
Another rather "uncommon" Pokemon, Porygon2 proved to be an excellent mixed wall, being able to cripple sweepers with Thunder Wave and then get health back with Recover. Thunderbolt and Ice Beam are excellent coverage moves, and with the added bonuses of freezing and paralyzing, it's a jack-of-all-trades.

Alakazam @ Alakazite
Ability: Magic Guard
Nature: Timid
EVs: 4 Def/252 SpA/252 Spe
Moves:
- Psychic
- Shadow Ball
- Dazzling Gleam
- Protect
Alakazam is my mega of this team, due to its' high Speed and Special Attack. Magic Guard allows it to go into the battlefield without worrying about entry hazards. Protect is used so it can safely mega evolve. Psychic is its' main STAB attack. Shadow Ball hits Steel-types and is super effective against Ghost and other Psychic-types. Dazzling Gleam hits really hard dragons and Dark-types, and I find it more reliable than Focus Blast for its' accuracy.
So, what do you think? Any ideas you could give me to improve my team are welcome. Thanks!