Try to cover weaknesses. I'll use one of BlueHighWind's favorites, Espeon. You would naturally want the move psychic. But if you teach it Signal Beam(It learns it. I have Espeon with Signal) you'll cover its Dark Weakness. Also take advantage of stats. Umbreon is one of my favorites, so listen. It's speed is low, so teach it Sucker Punch. It's basically a Dark type Quick Attack, but much stronger.
When you make your team, have them cover each other. And pick your pkmn based on