If we're talking type combos then Dark/Ghost wins hands down; no weaks, three immunities (To common attack types, might I add), and one resistance to boot. Spiritomb is a prime example of how pesky an opponent without weaknesses can be. D=
In single types, I'd say water, especially if we're considering both offense and defense. On the defensive side it's limited to two weaknesses (Which were restricted to special attacks until 4th gen) and with four resistances to its name. On the offensive side, water can pound down the majority of physical walling types quite easily because they tend to be at least part Rock or Ground. I think the fact that waters types are the only type to have their own battle role in competitive battling (Bulky water) says quite a bit, though in all honesty, the water type's dominance is quite largely upheld by the fact that ice attacks are basically a given in any water type's movepool and that a lot of the awesome statlines and movepools have fallen on them. =O
But yeah, all things considered water wins the day.
Mind you, Jax Malcolm: bug was only really the sucky type in R/B/Y. After that they got Megahorn and Hidden Power [Bug] which made them kick buttocks. And of course X-Scissor, Bug Buzz and U-Turn are now all over the place, making the type even stronger than before. :3