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^Good looking team, huh?
Changes made in red

Azelf @ Focus Sash
EVs: 252 Sp. Attack/252 Speed/4 Attack
Naive
-Psychic
-Stealth Rock
-Taunt
-Explosion
I love Azelf as a lead. It is able to make a quick taunt, use stealth rock, and then explode when I need to take out an annoying wall. I out-speed Gengar leads, and am able to take out choice scarf Gengar with Psychic in the late game, assuming my focus sash is not broken.
The biggest threats to lead Azelf are lead Jirachi and lead Tyranitar. When against a Jirachi, I switch into Zapdos, who takes almost no damage from Iron Head. I have a larger problem with Tyranitar, though; especially those with Pursuit. In most of my experiences, they in fact don't have Pursuit, so I usually switch into Jirachi to take the Payback.
I chose this EV spread to make Azelf have a really strong Psychic attack, and also make him able to outspeed most leads (excluding Jirachi, Aerodactyl, etc.). I am open for a change in the EV spread to make explosion stronger, but this spread has proven successful so far.

Jirachi @ Choice Scarf
EVs: 252 Attack/252 Speed/4 HP
Jolly
-Iron Head
-Thunder Punch
-Ice Punch
-Trick
This Jirachi has proven to be invaluable to my team because I am able to revenge kill Dragon Dance Tyranitar, Dragon Dance Gyarados, and Dragon Dance Salamence, all of whom can sweep my team very quickly.
One problem that I have encountered with this set is Magnezone. He can easily come in on any of the first three moves and trap me. Trick is in the last slot to help me deal with stall teams.
I chose this EV set in order to at least tie with Dragon Dance Salamence. The standard 80 HP/252 Attack/176 Speed set does not let me do this, and I end up just dying to an earthquake of his. It's a bit frailer than the standard set, but I almost never let Jirachi switch into an attack unless it is a sure thing that Jirachi will take limited damage from it.

Zapdos @ Leftovers
EVs: 248 HP/228 Defense/32 Speed
Bold
-Discharge
-Heat Wave
-Hidden Power Ice
-Roost
I needed something on my team to be able to take hits really well, and Zapdos does just that. It is a great counter to Scizor and Swords Dance Lucario, since they usually cannot do any significant damage to Zapdos. After they send out a desperate attack, they are KO'ed by Heat Wave.
This is pretty much the standard defensive Zapdos set with a minor twist: I replaced Thunderbolt with Discharge. I thought that my team could use some paralysis support, and since this Zapdos can take a lot of hits, sheer power is not necessary. Hidden Power Ice is here to get rid of Gliscor who could easily stall my team to death.
Pretty much anything with stone edge can take down this Zapdos, and this includes Tyranitar. When they are put up against Zapdos, I switch into my own Tyranitar, absorb the hit, and retaliate with EQ.
This EV spread is to make Zapdos as bulky as possible. A lot speed isn't necessary because of my handy dandy Discharge that paralyzes anything in sight.

Togekiss @ Lum Berry
EVs: 252 HP/152 Sp. Attack/104 Speed
Modest
-Nasty Plot
-Aura Sphere
-Air Slash
-Roost
This Togekiss puts great special attack and special defense both in one package. After a Nasty Plot, it becomes absolutely deadly, and is a threat to almost everything in the entire game.
With a Lum Berry, Togekiss can effectively deal with stall. While Blissey uses Thunder Wave/Toxic on Togekiss, I use Nasty Plot. I then flinch-hax Blissey a few times with air slash and KO it with Aura Sphere.
A threat to this Togekiss is definitely Rotom. There is not much I can do to it, and I risk being knocked out by Thunderbolt. When faced against a Rotom, I bring out Tyrantar, and Pursuit it to death.
The EV spread is standard, but effective. Putting a lot of EVs into HP lets Togekiss take as many hits as possible, and the rest are spread out between Speed and Special Attack.

Scizor @ Choice Band
EVs: 168 HP/176 Attack/160 Special Defense /4 Speed
Adamant
-Bullet Punch
-Pursuit
-Superpower
-U-Turn
Scizor is a great revenge killer, as it is able to kill those pesky Rotoms, Scarf Latias, and choice Tyranitar.
Bullet Punch gives me a reliable priority move, and is able to keep Tyranitar at bay. U-Turn is a great move here, as I am able to scout, and it is able to effectively wear down the opposing team.
The EVs are set up like this in order to let Scizor easily survive Latias Draco Meteors. It gives me a great specially defensive Pokemon that can take hits and dish them out.

Kingdra @ Leftovers
EVs: 252 Attack/252 Speed/4 HP
Adamant
-Dragon Dance
-Substitute
-Waterfall
-Outrage
The star of the show! This guy is an absolute menace when it sets up over one Dragon Dance. In fact, I don't think I have ever killed less than 3 Pokemon on the opposing team when 2 or more Dragon Dances were set up, and I had a substitute on.
Here's the strategy: Come in on a Pokemon that cannot do any significant damage to Kingdra, set up a subsitute on the switch, Dragon Dance as many times as I can, and sweep.
Unless I have a substitute up, this thing can't deal with Scarf Latias. To deal with her, I switch Scizor into a Draco Meteor, and revenge kill with Pursuit.
A huge positive about Kingdra is that I am able to take advantage of opposing rain dance teams. I outspeed pretty much everything in the game with these EVs when it is raining, and can deal significant damage to anything in the game (barring Shedinja, lol).
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