New at this, some help would be great

Ok, so. While I've been playing the games since 96, I am new at this competitive battling thing- I just recently got access to WiFi. Until now, all of my in-game teams haven't really required much, but I've been told that competitive battles are on a whole other level. So, after educating myself on natures (and many an hour aiming for a certain Pokemon with a specific nature), I think I have a good team to start battling with... Maybe?

Hasty Zoroark [Illusion] @ Life Orb
Nasty Plot
Night Daze
Focus Blast
Flamethrower

Timid Latios [Levitate] @ Expert Belt
Surf
Roost
Luster Purge
Dragon Pulse

Modest Heatran [Flash Fire] @ Leftovers
Toxic
Protect
Heat Wave
Earthquake

Adamant Black Kyurem [Teravolt] @ Persim Berry
Outrage
Fusion Bolt
Stone Edge
Freeze Shock

Modest Volcarona [Flame Body] @ Chesto Berry
Rest
Bug Buzz
Fiery Dance
Quiver Dance

Timid Cresselia [Levitate] @ Light Clay
Reflect
Psychic
Lunar Dance
Light Screen

When I started out to create one, it was not my intention to have a team composed almost entirely of legendaries ^^' Just kinda worked out that way...

What are your Pokemon's EVs?

Anyway:

A miss from Night Daze could be costly for Zoroark, considering its low defenses, so it might be a better idea to use Dark Pulse instead. EV spread should be 4 HP/252 SAtk/252 Spe.

Luster Purge is a terrible move on Latios, despite being its signature move. Use Psyshock to help get past special walls or Hidden Power Fire for Ferrothorn. EV spread is the same as Zoroark's.