Just this week, I wrote a mini-rant about how I wanted Yanmega to be a bug/dragon type and Masquerain bug/water. ^^ But since there's an own thread for it, here are some others I'd like to mention.
Like some others already mentioned, Lugia. Lugia's typing always confuses me. Even now, I wouldn't know exactly what type it is without looking it up. Water? Dragon? Flying? Could be any possible combination of those types, in my opinion. I'm always confused that it's not water, although that's the first thing that comes to my mind. And I can't really see the psychic type.
I also agree with the dark type on Luxray.
Accelgor should be bug/dark. I mean, Escavalier is a knight and it gains that secondary steel type. So, why doesn't Accelgor get a dark type to both match the ninja theme and mirror its counterpart? (Although for some reason I started wondering whether it's really supposed to be a ninja or rather some sort of Hannibal Lecter reference. It has a mask and looks like it's stuck in a straight jacket... but even then, the dark type would still fit.)
Gothitelle should have been psychic/dark and Absol's mega evolution does indeed look like a fairy type. I'm always confused that it's not.