@Zekrom: you have Heatran's HP and Special Defense EVs mixed up. 248 HP makes Heatran's HP indivisible by 8, as with max investment, it dies to 8 Stealth Rock switch-ins at full health.
Better Talonflame sets:
-Flare Blitz
-Brave Bird
-U-turn
-Tailwind/Roost
Nature: Adamant
EVs: 252 Atk/4 Def/252 Spe
Item: Choice BandSharp Beak/Sky Plate
Ability: Gale Wings
or
-Swords Dance
-Flare Blitz
-Brave Bird
-Roost
Nature: Adamant
EVs: 252 Atk/4 Def/252 Spe
Item: Life Orb/Sharp Beak/Sky Plate
Ability: Gale Wings
or
-Bulk Up
-Brave Bird
-Roost
-Taunt/Substitute
Nature: Careful
EVs: 248 HP/8 Def/252 SDef
Item: Leftovers
Ability: Gale Wings
Thank you =)
In addition to what Platinum has said, you'll probably need something to counter Rotom-W, who counters Heatran/Talonflame and is a pretty common poke. Gastrodon does an excellent job at that:
-Gastrodon w/Leftovers
Nature: Relaxed
Ability: Storm Drain
EVs: 252 HP, 252 Defense, 4 Sp.Defense
Moves: Scald, Recover, Earthquake/Earth Power, Toxic