The Ideal team is:
1 physical wall and sweeper
1 special wall and sweeper
2mixsweepers.
This way you give yourself almost complete coverage, and unpredictability.
But it's far easierto create a team with 2 physical and 2 special sweepers.
So generally I lead with Uxie+Light clay with the screen that I'm weekest too, stealth rocks, yawn (for scouting/ pounding on damage via stealths/ scouting) and U-Turn. This is my physical wall with impish nature so that you don't lose any of the also awesome special defenses.
Then I have Blissy as my special with Aromatheropy (status' pee the hell out of me :/), softbioled (for stalling), either wish if I'm using very frail teams or t-wave and Siesmic toss. The idea is to switch in on special sweepers, get either a t-wave going to criple the physical attacker coming in, or get free wish. The rest is just there because it's usefull.
One of the best specail sweeps IMO, is starmie. As it has awesome specials and speed, ability to rapid spin, and high coverage with: Ice Beem, Surf and psychic.
Life orbed Gengar's probably a safe bet next as he gives, again, massive coverage (T-bolt, shadow ball, focus blast, sludge bomb)
And then you could have more specific physical, such as 'Ape with SD, sub (subbing down to blaze whilst sd'ing for maximum power) close combat+Flare blitz (lefty's is vital, due to flare blitz). And Scizor (Roost, SD, Bullet punch, bug bite).
That's generally how I like to set my team up, but I often switch geng with jolteon, and have some other crap like noir.