>>19785301First off, pick a Mega you really like, because going Mega is one of your big advantages. I usually use Kanga or Pinsir but its totally up to you.
Next, pick a pokemon that covers weaknesses or holes that the other mega lacks. For example, if I picked Kanga, I really like to also pick Aegislash because they cover each other so nicely.
Lastly, you want something that can stall or take status effects. I've had great luck with Dragonite with a Lum berry, or a Toxic stalling Vaporeon that could wish pass to other pokemon. Something with Aromatherapy might help as well.
Also, if you like Venomoth, it can be a really fun sashed lead. Accurate Sleep Powder, with the ability to Quiver Dance and go off or pass boosts? Not bad at all; makes a very nice helper with Milotic and Hydreigon.
Mind you I'm only at 165 so far, so take my advice with a grain of salt.