Usually I'd write a whole thing with a few sets, but I woke up later today and pretty much every critical set that works for this guy is up. I like almost all of this gen's Psychic types, so this was a nice one. I'll put some counters up there though, since we have less of those.
Countering Beheeyem
When it comes to countering Beheeyem, you have to keep in mind that most sets are going to run at least Nasty Plot in terms of non-attacking moves, and other moves like Dual Screens and status support are possible, as well as Trick Room. That said, Taunt is a great start for countering, and even slower carriers of the move can pull it off here. Bisharp and Absol can both down it one hit with their Sucker Punches, so on the offensive front, they're the best options. Not even HP Fighting can stop them due to priority, which still works against the Trick Room variants. If you want some variety to spice up the list, Umbreon just sets up Curses on Beheeyem like crazy. Really, not a lot of variants will run HP Fighting, so most Dark Types are safe on this one. Next up, Bug types. Escavalier ruins the Trick Room variants in particular, but can just as easily take down the other sets. Avoiding the Bug/Poisons is rather critical, unless you want to run with Venomoth, and put it to sleep and stock up Quiver Dances on it. Same for Masquerain. Spiritomb and Sableye make great choices thanks to their fantastic typing, and Sableye carries priority Taunt to use on it. Those are the typical routes due to type advantages, now here are the more interesting options: Espeon, Reuniclus, Gallade, Zangoose, Drapion, Kingler, Rapidash, Sawsbuck, Physical Samurott, Excadrill, Toxicroak, and Leafeon. I know that looks pretty wild, but all of them either have an outright or niche advantage. Toxicroak can bait a Psychic and take it down with Sucker Punch, Reuiniclus is faster in Trick Room, and the rest of them either have a Bug, Ghost or Dark move. I know that's not much more variation, but they're interesting options. Now to break the list down even more, Bulky Waters and Grass types. Milotic, Gastrodon, Vaporeon, Meganium... take out pictures of pokemon, tape them to a dart board and go nuts. Anything you hit can probably wall it. Beheeyem is more likely to run Thunderbolt than Energy Ball by the way, so Grass types and Water/Grounds make better choices.