http://www.smogon.com/dp/pokemon/azelf
[Other Options]
<p>Thunderbolt is generally a good move, but doesn't offer better type coverage than Azelf's other attacks. However, Thunderbolt does let you hurt Gyarados and Togekiss. Shadow Ball hits its fellow Psychics. Hidden Power Ice is relatively weak, but easily OHKOs Garchomp and Salamence provided it has at least a 10% boost. Focus Sash is a good alternative on the Life Orb set. It can ensure Azelf's survival against the likes of Weavile and helps it to survive to Explode on a foe. Given Focus Sash is unreliable if Stealth Rock is in play, this strategy would be best used if Azelf is leading your team. Taunt or Safeguard can work on the Nasty Plot set, completely ruining the opponent's attempt at statusing you, but you have to give up Grass Knot / Hidden Power Fighting and thus get walled by Tyranitar. Taunt is generally superior since it also stops things like Celebi from Baton Passing and setting up, and prevents Calm Mind Blissey from setting up on you and ruining your chances of sweeping. Safeguard, however, lasts longer than Taunt and gives team support. If you are using the Choice Scarf set as a lead, Fire Blast is an option over Flamethrower because the latter will OHKO the common Weavile lead roughly 25% of the time, while the former will OHKO every time it hits.</p>
(OOC - I wasn't too sure on how to post just an Other Options addition, because when I posted it in the small edits I was told it was too large. The only addition I'm suggesting to the Other Options is the last sentence. If I did something wrong, please inform me, preferably in a civilized approach. Thanks.)
[Other Options]
<p>Thunderbolt is generally a good move, but doesn't offer better type coverage than Azelf's other attacks. However, Thunderbolt does let you hurt Gyarados and Togekiss. Shadow Ball hits its fellow Psychics. Hidden Power Ice is relatively weak, but easily OHKOs Garchomp and Salamence provided it has at least a 10% boost. Focus Sash is a good alternative on the Life Orb set. It can ensure Azelf's survival against the likes of Weavile and helps it to survive to Explode on a foe. Given Focus Sash is unreliable if Stealth Rock is in play, this strategy would be best used if Azelf is leading your team. Taunt or Safeguard can work on the Nasty Plot set, completely ruining the opponent's attempt at statusing you, but you have to give up Grass Knot / Hidden Power Fighting and thus get walled by Tyranitar. Taunt is generally superior since it also stops things like Celebi from Baton Passing and setting up, and prevents Calm Mind Blissey from setting up on you and ruining your chances of sweeping. Safeguard, however, lasts longer than Taunt and gives team support. If you are using the Choice Scarf set as a lead, Fire Blast is an option over Flamethrower because the latter will OHKO the common Weavile lead roughly 25% of the time, while the former will OHKO every time it hits.</p>
(OOC - I wasn't too sure on how to post just an Other Options addition, because when I posted it in the small edits I was told it was too large. The only addition I'm suggesting to the Other Options is the last sentence. If I did something wrong, please inform me, preferably in a civilized approach. Thanks.)