I haven't really battled since Red and Blue, and I don't have DS yet so I'm not sure what the big moves are these days. I want to make a good team for OU, hopefully before Platinum. And everyone uses that program to fight now? Here's what I've been working toward as best as I can, since I don't have the DS games yet, some of them are straight out of this site.
Heracross @ Flame Orb
Guts, Jolly nature (Spd, SpA)
252 Atk / 252 Spe / 4 HP (not sure about the HP)
-Facade
-Swords Dance
-Megahorn
-Close Combat
I want that guy to be able to get a Swords Dance out and use any of the three attacks to beat people up before getting wiped. I don't plan on withdrawing Heracross, just keep hitting unless there are birds. I have an Adamant Heracross with the same EVs but with a Guts + Facade + Swords Dance combo, it looks like Jolly will have enough of an attack. If this doesn't work, I'll use another spread for Adamant.
Metagross @ Choice Band?
Clear Body, Adamant nature (Atk, SpA)
252 HP / 244 A / 12 Def
-Meteor Mash
-Thunder Punch
-Earthquake
-Explosion
After using Metagross more in-game I will probably use this set, unless Explosion gets taken out. Once I get Meta in some fights online I'll be able to decide. Meteor Mash and Earthquake are very common, though it doesn't seem like much else works as well.
Miilotic @ Leftovers
Marvel Scale, Bold nature (Def, Atk)
252 HP / 220 Def / 36 SpA
-Surf
-Ice Beam
-Rest
-Sleep Talk
The site suggests Bold nature with Toxic over Ice Beam, and while I was going to try to fit Toxic in somewhere else it might be easier to move an ice attack around. My strategy here would be to sleep often and hit what I can. Possibly waste opponents' PP by trying to switch into Fire- or Water-based attacks, since most of my Pokémon are weak to one of those types.
Tyranitar @ ?
Sand Stream, Jolly Nature (Spe, SpA)
252 Atk / 252 Spe / 4 HP
-Dragon Dance
-Earthquake
-Rockslide
-Crunch
Tyranitar feels too vulnerable- fighting and steel seem to be common, and Surf. Though I like his attack moves, I don't want to over-do it, and use the same moves on all my other Pokémon.
Gengar @ Life Orb
Levitate, Hasty nature (Spe, Def)
252 SpA / 252 Spe / 4 HP
-Shadow Ball
-Thunderbolt
-Will O' Wisp
-Giga Drain
Hasty because Gengar has three immunities, I'll just need to keep away from other Shadow Ball attacks. Giga Drain to stay alive, but also to help again waters, since I don't think Tyranitar or Heracross will deal with them so well.
Scizor @ Leftovers
Technician, Adamant nature (Atk, SpA)
232 HP / 252 Atk / 24 SpD
-Swords Dance
-X-Scissor
-Roost
-Quick Attack
I would try to use Scizor to finish the last 100% opponent as well as the survivors. Swords Dance and Quick Attack would be for killing them ebfore they can try to counter attack, but Roost will be used incase the final opponents are still tough, or incase I need to get Scizor to take Heracross' place which would save Tyranitar and Sand Stream to pick away at what remains. Without Quick Attack on Scizor, I would add Bullet Punch to Metagross's set, especially to bypass his low speed (though Scizor is just a bit slower). Scizor also gets the Technician boost, and Roost keeps Swarm from being much help. Iron Head has the same power and accuracy as X-Scissor, and a Steel attack might be better for Ice- and Rock-types. Heracross has a good Bug attack already, plus Iron Head's flinch effect may help get in a Roost.
For now I have added Scizor in, I'll wait until I play through D/P with one before deciding whether or not to get rid of it. If Milotic has Toxic then I can try someone with an ice attack, Gyarados or Garchomp (maybe not allowed?) but I'm missing a Rapid Spin user, and fire/flying. I was thinking Jolteon to help Metagross with speed, and give Gengar something other than Thunderbolt? I know I stick to heavy attackers, but that's what the game seems to be: live through Earthquake and Surf (Tyranitar's dead) and keep hitting. I expect to have some specific Pokémon weaknesses, especially the D/P movesets which I wouldn't be familiar with.
Any help would be great, sorry if something I posted is confusing or wrong.

Heracross @ Flame Orb
Guts, Jolly nature (Spd, SpA)
252 Atk / 252 Spe / 4 HP (not sure about the HP)
-Facade
-Swords Dance
-Megahorn
-Close Combat
I want that guy to be able to get a Swords Dance out and use any of the three attacks to beat people up before getting wiped. I don't plan on withdrawing Heracross, just keep hitting unless there are birds. I have an Adamant Heracross with the same EVs but with a Guts + Facade + Swords Dance combo, it looks like Jolly will have enough of an attack. If this doesn't work, I'll use another spread for Adamant.

Metagross @ Choice Band?
Clear Body, Adamant nature (Atk, SpA)
252 HP / 244 A / 12 Def
-Meteor Mash
-Thunder Punch
-Earthquake
-Explosion
After using Metagross more in-game I will probably use this set, unless Explosion gets taken out. Once I get Meta in some fights online I'll be able to decide. Meteor Mash and Earthquake are very common, though it doesn't seem like much else works as well.

Miilotic @ Leftovers
Marvel Scale, Bold nature (Def, Atk)
252 HP / 220 Def / 36 SpA
-Surf
-Ice Beam
-Rest
-Sleep Talk
The site suggests Bold nature with Toxic over Ice Beam, and while I was going to try to fit Toxic in somewhere else it might be easier to move an ice attack around. My strategy here would be to sleep often and hit what I can. Possibly waste opponents' PP by trying to switch into Fire- or Water-based attacks, since most of my Pokémon are weak to one of those types.

Tyranitar @ ?
Sand Stream, Jolly Nature (Spe, SpA)
252 Atk / 252 Spe / 4 HP
-Dragon Dance
-Earthquake
-Rockslide
-Crunch
Tyranitar feels too vulnerable- fighting and steel seem to be common, and Surf. Though I like his attack moves, I don't want to over-do it, and use the same moves on all my other Pokémon.

Gengar @ Life Orb
Levitate, Hasty nature (Spe, Def)
252 SpA / 252 Spe / 4 HP
-Shadow Ball
-Thunderbolt
-Will O' Wisp
-Giga Drain
Hasty because Gengar has three immunities, I'll just need to keep away from other Shadow Ball attacks. Giga Drain to stay alive, but also to help again waters, since I don't think Tyranitar or Heracross will deal with them so well.

Scizor @ Leftovers
Technician, Adamant nature (Atk, SpA)
232 HP / 252 Atk / 24 SpD
-Swords Dance
-X-Scissor
-Roost
-Quick Attack
I would try to use Scizor to finish the last 100% opponent as well as the survivors. Swords Dance and Quick Attack would be for killing them ebfore they can try to counter attack, but Roost will be used incase the final opponents are still tough, or incase I need to get Scizor to take Heracross' place which would save Tyranitar and Sand Stream to pick away at what remains. Without Quick Attack on Scizor, I would add Bullet Punch to Metagross's set, especially to bypass his low speed (though Scizor is just a bit slower). Scizor also gets the Technician boost, and Roost keeps Swarm from being much help. Iron Head has the same power and accuracy as X-Scissor, and a Steel attack might be better for Ice- and Rock-types. Heracross has a good Bug attack already, plus Iron Head's flinch effect may help get in a Roost.
For now I have added Scizor in, I'll wait until I play through D/P with one before deciding whether or not to get rid of it. If Milotic has Toxic then I can try someone with an ice attack, Gyarados or Garchomp (maybe not allowed?) but I'm missing a Rapid Spin user, and fire/flying. I was thinking Jolteon to help Metagross with speed, and give Gengar something other than Thunderbolt? I know I stick to heavy attackers, but that's what the game seems to be: live through Earthquake and Surf (Tyranitar's dead) and keep hitting. I expect to have some specific Pokémon weaknesses, especially the D/P movesets which I wouldn't be familiar with.
Any help would be great, sorry if something I posted is confusing or wrong.