Overall, Aegislash is aiming for top OU. He can be pretty difficult to deal with sometimes, and bringing at least a check along is a very wise idea. He's not exactly broken, meaning he doesn't require you to bring a counter or you'll lose, but he certainly warrants some preparation on your part.
This (genius sum-up, no lie).
Aegislash is, in my own experience, one of the hardest Pokemon to downright counter in OU. When you have a Pokemon can go either Physical or Special (possibly even mixed) and forces some Pokemon to use odd moves like with Terrakion and Earthquake, you have a difficult Pokemon to counter. Aegislash is a premiere Tank, Bulky Set-Up Sweeper, and Revenge Killer.
Hippowdon, Gliscor, Donphan, Landorus-Therian, and Quagsire are pretty much the best counters you can get.
I'd say because of the ability to go mixed, Aegislash has no definitive Counter. If you think the Aegislash is Physical and you throw Gliscor in the fray just to take a Shadow Ball instead, it's going to hurt. The most harmful part is that Physical Sets get Sacred Sword as a move, making once pleasant switch-ins like Bisharp fear for their lives.
Note: At the time of typing this, Pokemon Showdown's Damage Calculator was down for me (was it this way for anyone else?). Instead, I'll be using the ACTUAL formula...may Arceus have mercy on my soul.
Despite all this, there just might be a Pokemon or two that can take almost every attack (despite Ghost, Steel, and Fighting getting some scary coverage). Sableye is the first that comes to mind, Taunting Aegislash to prevent King's Shield and Swords Dance, Will-O-Wisp with its now impressive 85% Accuracy to halve Physical Aegislash and inflict passive damage regardless, and the deadliest of gifts: Prankster Recover. Unfortunately, switching into Aegislash is difficult. Assuming that Sableye has the EV spread for the RIGHT Aegislash (Physical Defense against Physical Attack, Special Defense against Special Attack), Aegislash is dealing 122-144 with Full EV Adamant Shadow Claw, once again assuming that Sableye has 252 Defense EVs and a Positive Nature. If this Sableye has 192 HP EVs, it is only 3HKO'd by Shadow Claw (with 1 HP remaining if both attacks are with full power). Hilariously enough, most Sableye carry Foul Play, and Sableye could almost always defeat Physical Aegislash because of Foul Play. This is ALL assuming Physical Aegislash. If it decides to go Special, Sableye will be harder pressed to keep alive.
Gyarados is a Pokemon that can handle the Physical Set well and decently slow the Special Set down with some Special Defense Investment. True that King's Shield will hurt Gyarados at the wrong time, Intimidate will slow Physical sets down and ResTalk is a nice way to wall Aegislash in general. Gyarados also has access to Taunt, preventing boosts from Swords Dance. The best part is its ability to Phase with Roar and Dragon Tail, removing Aegislash from the field, negating its boosts, and delaying the threat. Bulky Phasers in general, though, can deal with Aegislash decently. Skarmory misses the Ghost resist, but it walls Physical Sets to no end. On top of that, Skarmory has Taunt, Roost, and Whirlwind, making it tough to break. As for the Special Sets, Specially Defensive Skarmory with some Health Investment on top of that is, sadly, facing a 2HKO possibility.
Probably the scariest set (to me) is a mixed one. This makes Aegislash able to hit most threats that either a Physical or Special Set couldn't hit. Physical sets wish they could break Hippowdon, Gliscor, Donphan, Landorus-T, Quagsire, and Gyarados. Special Sets wish Chansey, Blissey, Porygon2, Snorlax, and Tentacruel would get out of the way. Mixed sets can tackle most Special Pokemon with Sacred Sword (bar Tentacruel) and Physical Pokemon with a powerful Shadow Ball. I'm impressed with Aegislash not only for being a great Terrakion check, but also for being a great Pokemon overall.