Set-Up Sweeper: Reuniclus / Volcarona
What is generally considered the bane of most set-up sweepers? Status! With Magic Guard, however, Reuniclus can come in on a Toxic / Will-o-Wisp and essentially be immune to status for the duration of the match. While it doesn't exactly have the best coverage, it makes up for it long term, CMing while healing as necessary. Because of its pseudo-immunity to status, entry hazards, Leech Seed, and such, Reuniclus is perfect for tearing apart a stall team. Many stall teams rely on status and entry hazards likea crutch, and Reuniclus can just pounce all over them. Although it isn't technically defined as a "set up move" Trick Room can be used to screw over a good chunk of the metagame. Very few Pokemon can survive the onslaught of a Trick Room Reuniclus, as it can afford to carry a second coverage move to wreak havoc, not to mention that Pokemon powerful enough to bring Reuniclus down usually cannot take a hit, whereas Pokemon bulky enough to survive a blow are generally to weak to bring it down. The fact that Reuniclus can use a Life Orb with literally no drawback doesn't hurt either. If you don't have a check to Reuniclus, you're gonna get sodomized.
Volcarona, while prone to entry hazards, is perhaps the most powerful set-up sweeper there is. Its potency comes not only from its stats, STABs, offensive typing (granted all are excellent) but rather its flexibility. Most set up sweepers are limited to one or two set-up sweeper sets, but Volcarona has numerous viable sets, all of which are the beneficiaries of Quiver Dance, arguably the best set-up move in the game. QD Lum/ QD Life Orb can be used to take out a Dragonite/ Heatran who thinks "oh, a Volcarona, I wall it" and is one of the best single set-up sets in the metagame. Impressive huh? But it turns out that the single set-up set is actually arguably Volcarona's worst set! What makes Volcarona so dangerous is that it can easily boost itself to +6/+6/+6 with multiple sets. Substitute says fuck you to status and Leech Seed, and can protect Volcarona from potential revenge killers. Bulky QD can pretty much win any CM war it engages in, especially with Sun up to buff Morning Sun. ChestoRest can potentially give Volcarona 2 chances to sweep. Once you've gone through excruciating effort to put a Volcarona into KO range, it freaking heals itself of all damage and status ailments. Fire+Bug STAB, while average in terms of coverage, are enough for Volcarona to function simply because of its pure power. With enough boosts, Volcarona can 2HKO Blissey, the so called "end all for special walls" ,or Jellicent, a fucking resist, with Bug Buzz. However, the scariest part about Volcarona by far is that rain doesn't faze it. Volcarona is more than powerful enough to sweep with only Bug Buzz, especially at +6/+6/+6, in fact, Volcarona can even take advantage of Rain using moves such as Hurricane and HP Water!
Non Set-Up Attacker: Hydreigon
I'm going to be a little unique here, rather than spout out Latios, Haxorus, and Terrakion like everyone and their mothers, I'm going to go a different path. (although IMO, its Terrakion, I just don't want to waste my "Underrated Threat" section talking about Hydreigon) Hydreigon, first of all, is not without its problems. If it had 2 more base speed, I'm sure this thing would be knocking on the doors of top 20 usage. While Latios has a clear Speed advantage, Hydreigon has a trait that only on other Poke, Salamence (who gets an honourable mention for this slot) can boast: 0 safe switchins. Draco Meteor, of course, is the holy grail of Dragon types. The only Dragons in OU that can fire off a stronger Meteor are Latios and Kyurem, the latter which is too specialized to matter. Yes, I get it 98 Speed, trolled by base 100s blahblahblah, Latios is better blahblahblah. Hydreigon is still capable of shredding anything that's not a Steel-type or named Blissey, Chansey, or Tyranitar. The former can be disposed of by Fire Blast bar Heatran, while the rest can be dealt with by Focus Blast. Hydreigon gets Dark Pulse as a secondary, more spammable STAB move, and if you're in the Rain or something, Hydreigon can opt for Surf instead of Fire Blast. Ferrothorn is not an issue because Hydreigon still has Focus Blast. Hydreigon is not limited to a Life Orb wallbreaker set though. Its Choice Specs set is comparable power-wise to Specs Latios, but Hydreigon gets the benefit of Fire Blast, whereas Latios is stuck with gay little Hidden Power Fire. More importantly, however, Hydreigon gets access to U-Turn. Latios wishes it had this luxury, afraid Hydreigon is gonna be picked off by "ZOMG THE BASE 100 SPEED TIER?" Just U-Turn out and go to the appropriate check, Hydreigon also makes a fine 3rd man alongside Rotom-W and Scizor to continue the Volt-Turn chain even when Celebi shows its ugly face. If you're really that obsessed with base 100 Speed tier, Hydreigon can patch that up with a Choice Scarf. Don't even begin with the ZOMG Scarf Terrak/ Scarfmence rape it, Scarf Terrak and Scarfmence rape many things. Finally, for those of you going "AHH! Mach Punch!" Hydreigon can get up a Sub, the smash Conkeldurr or whatever with Draco Meteor.
Wall: Slowbro
Once again, instead of the generic Ferrothorn or Blissey answer, I'm gonna use this slot to save a slot for my Underrated threat section. So yeah, Slowbro is criminally underrated, how it has not made its way into OU usage yet baffles me. So lets take a look at who some of the most powerful physical attackers in the metagame are, shall we: Dragonite, Terrakion, Landorus, Salamence, Conkeldurr. Slowbro shits all over all of them! In fact, Slowbro is probably the only Terrakion counter in the metagame that's not a niche counter. (yes, I'm talking about Golurk) Slowbro has been blessed with Regenerator, so it doesn't have to Slack Off every time it comes in or something, instead it can proceed to attack. It can tailor its moveslots to adapt to your team, depending on what you need handled. Scald as the obvious STAB. Psychic to bring down Fighting-types, which extends beyond just Conk btw, see Infernape, Meinshao, Machamp etc. Ice Beam to bring down Dragons, as Slowbro can take even a +1 Dragonite Outrage and respond! Flamethrower can be used to take out Scizor/ Ferrothorn et al as they come in to "wall" you. While Slowbro may be set-up bait for a number of dangerous sweepers, such as Volcarona and Virizion, the same can be said about Ferrothorn, Skarmory and crew as well. Besides, Slowbro can always tag these aforementioned sweepers with a Thunder Wave/ Toxic as they come in.
Annoyer: Jirachi
Jirachi, for the same reasons everyone else already said, can't come up with anything "different" enough. Paraflinch+Wish+SR+SubCM blahblahblahblahblah.
Spinner: Tentacruel
While Starmie is technically "better" as a stand alone Rapid Spinner, Tentacruel just plain gets its job done. First of all, it doesn't necessarily have to waste a turn Rapid Spinning, as it absorbs Toxic Spikes just by coming in. You can do so much with that extra turn its not even funny. Tentacruel is also probably the best Toxic Spiker in the metagame for the same reason, your opponent can't get it up because squidward fucking absorbs it, but you can! *Begins mocking opponent.* While Tentacruel theoretically has more difficulty getting through Jellicent, play it this way: rather than Rapid Spin, use Toxic Spikes! :) Since Tenta outspeeds Jellicent, it can Toxic Spikes again before it gets Taunted, then get out. Now the next time Jelli comes in to block Rapid Spin, its gonna get itself badly poisoned! :D Use Protect to rack up some damage and keep Tenta healthy, although don't do this mindlessly, as Jellicent could use the turn you Protect to Recover. Rinse and repeat until Tentacruel inevitably wins the jellyfish vs jellyfish standoff. Tentacruel has very underrated Speed by the way, which is more useful for a wall than you'd think, with all those extra Scalds you'll get in.
Phazer: Skarmory
Can this actually be argued? Have a nice day.
Underrated Threat: Quagsire
This is the reason I've been conserving this slot for so long. It is an insult to Quagsire that this kid is so low. Unaware is probably the best ability a wall could possibly ask for, as it lets Quagsire shit on basically ever set up sweeper in the game. While there are some exceptions, such as Virizion and Haxorus (due to Mold Breaker) Quagsire can still shut down just about any set up sweeper you need it to. Furthermore, Quagsire gets access to Stockpile, and since your opponent can't boost alongside it. Quagsire can just sit there, GS ball in hand, derpy face and all, and watch the opponent pull their hair out. Quaggy can status just about anything between Scald and Toxic anyways with a couple exceptions, such as Heatran, Toxicroak and Magic Guard users. Heatran hates Scald anyways, so moot point. Quaggy also has the benefit of being able to Curse up, since Conkeldurr and shit aren't allowed to boost, Quaggy will win the Curse war.