Rate my team

Suicide Lead: Azelf @ Focus Sash
EVs: 252 spe, 252 atk, 4 spd
Timid Nature
Taunt
Stealth Rocks
Fire Blast
Explosion

Basically all I do is taunt on a slower lead and get my rocks up and then explode.

Physical Sweeper: Darmanitan @ Choice Scarf
EVs: 252 atk, 252 spe, 4 def
Adamant Nature
Flare Blitz
Rock Slide
Superpower
U-turn

Special Sweeper: Hydreigon @ Choice Scarf
EVs: 252 spa, 252 spe, 4 spd
Timid Nature
Draco Meteor
Fire Blast
U-Turn
Dark Pulse

I would most of the time use draco meteor and on the next turn switch out.

Physical Wall: Skarmory @ Leftovers
EVs: 252 def, 252 hp, 4 spd
Impish Nature
Roost
Brave Bird
Spikes
Taunt

Standard Skarmory set. Nothing special here.

Special Wall: Blissey @ Leftovers
EVs: 252 spd, 252 hp, 4 def
Calm Nature
Wish
Heal Bell
Seismic Toss
Toxic

Basic Blissey wall.

Tank: Conkeldurr @ Leftovers
EVs: 252 atk, 252 def, 4 hp
Brave Nature
Bulk Up
Drain Punch
Mach Punch
Hammer Arm

A bulk up set.

Unfortunately, the team you have is a little too unbalanced. Most of these Pokemon are usable in OU, except for Blaziken who's only allowed in the Ubers tier. That means you'll have to decide what you want to do, because keeping this team may result in more losses than victories.

If you want the Uber tier, then I'd suggest getting rid of Azelf and Conkeldurr, as they are outclassed by Deoxys-S and Blaziken respectively. If you want to use the OU tier, then as mentioned before remove Blaziken from the team, as it is banned from OU. Have a think about which tier you want to battle in, and make these changes accordingly. I may give a more thorough review once that's done. Here's a list of links for which Pokemon is viable in the OU and Uber tier respectively.

http://www.smogon.com/bw/metagames/ou
http://www.smogon.com/bw/metagames/uber

I was gonna use this team for against my friend in a tier-less match, but to make it a OU team I edited the original post.

Hydreigon is outclassed as a Choice Scarf user by Latios because it hits harder and is faster than Hydreigon. Hydreigon is best off wall-breaking:
-Draco Meteor
-Fire Blast
-Superpower
-Earthquake/Earth Power/Dark Pulse/Roost
Nature: Rash/Mild
EVs: 4 Atk/252 SAtk/252 Spe
Item: Life Orb/Expert Belt

or
-Substitute
-Dragon Pulse
-Focus Blast
-Fire Blast/Roost
Nature: Modest
EVs: 4 HP/252 SAtk/252 Spe
Item: Leftovers/Life Orb

or
-Draco Meteor
-Fire Blast
-Focus Blast
-U-turn/Dark Pulse
Nature: Modest
EVs: 4 HP/252 SAtk/252 Spe
Item: Choice Specs

Skarmory's EV spread should be 224 HP/252 Def/32 SDef to give it a Leftovers number.

Blissey's HP is high enough already, so you can invest in 4 HP/252 Def/252 SDef to help it survive some physical hits.

Conkeldurr is badly walled by Ghosts with its current set. A coverage move should go over Hammer Arm; don't let the high base power tempt you; the utilities of both Drain Punch and Mach Punch are both important. Use Stone Edge, Ice Punch or Payback in Hammer Arm's place. Since Conkeldurr's Defense will be boosted by Bulk Up, it would like some investment in its weak Special Defense to survive some Special hits:
-Bulk Up
-Drain Punch
-Mach Punch
-Payback/Ice Punch/Stone Edge
Nature: Brave/Adamant
EVs: 120 HP/252 Atk/136 SDef
Item: Leftovers
Ability: Guts