lrighty. I'll go through them one at a time. Since the EVs aren't listed, I'll just suggest some for ya in my responses.
As was already mentioned, Lucarionite is banned if you want to use this guy competitively, but if you're going for a free-for-all type of ruleset, you'd be better replacing the elemental punch with Bullet Punch; Mega Lucario gets STAB boosted by Adaptability, so Bullet Punch hits really hard, even for its naturally low power. Extremespeed is an option too, since Normal and Fighting together give you perfect neutral coverage to non-Ghosts, but then you'll struggle with threats like Aegislash, so EQ is really the preferable choice IMO. You could also go with a special set instead, using Nasty Plot, Flash Cannon, Aura Sphere/Vacuum Wave, and something for coverage (Shadow Ball or Dark Pulse would be great, each giving you perfect neutral coverage with Luke's STABs). You could go mixed since both of his offensive stats are really good, too, or even trade your boosting move out for, say, Vacuum Wave on an otherwise physical set or Close Combat on an otherwise special set. Similar sets can work for non-Mega, but you have to keep in mind that he won't have Adaptability then, so his STABs - particularly his priority moves - will be far weaker by comparison. he does work well with Life Orb in this case. I'd suggest a simple spread of EVs, maxing out Speed and whatever offensive stat you're using with him. As for ability, a physical one wold do a bit better with Justified so your enemy will think twice about using Knock Off on him, while Inner Focus is probably good enough for either version, though I can't see anyone really trying to smack him with Fake Out...
This is looking pretty standard, except I think most Volcarona will opt for Giga Drain instead. Flamethrower and Fire Blast could be much better options than Fiery Dance IMO since you already have QD to beef up your SpAtt and both moves have crap accuracy. Psychic is still a good option, since combined with Fire and Bug, Psychic is the only type amongst those nonSTABs Volcarona gets that offers perfect neutral coverage. Stats are really simple too; max SpAtt and Speed EVs. Keep in mind that you need to keep its HP at an odd max number though so it can survive two switch-ins to Rocks rather than only one.
Although slower, he's filling the exact same role as Lucario, and for the same reasons; his ability (in this case Technician) buffs the power of his Bullet Punch. It's criminal that he isn't using Bug Bite or U-Turn; the former benefits from Technician work with it to make it Scizor's most powerful Bug STAB, while the latter combines with decent bulk and incredible defensive typing to make Scizor an amazing scouting pokemon. If you need a Flying move as an option, Aerial Ace is much better than Acrobatics I'd say; while I can see Acrobatics' appeal since it's getting Technician boost if you still have an item, Scizor has less risk of losing its item than a straight defensive pokemon might, and if you DO lose your item it only has 20 base power on AA, and 10 LESS than Superpower. Speaking of which, Superpower would work great if you switch him to Choice Scarf/Band and trade SD out for Knock Off. If you want to go with a Scarf set, typical Attack/Speed max EVs is good along with a Jolly nature, while a bulkier one will want to go with some more HP at the cost of Speed and go Adamant. A slow-switcher might be a possibility as well (though its Speed sets it where it isn't necessarily getting outsped all the time even with Speed minimized), in which case HP and Attack can be maxed and you'd go with a Brave nature (and if you're minmaxing, go with 0 IVs in Speed).
Milotic is a decent defensive pokemon, but we do kinda need to get something straight: Aqua Ring is trash. I'm sorry, I love the move and use it on BPing Vaporeon for stall teams and Wailord for low tier battling, but if a pokemon has ANY means to actively recover its HP, that should be replacing AR, not being used WITH it. Although risky, Flame Orb would be a decent item to use on this set, since the damage can be Recovered and you'll get the Def boost without having to resort to a RestTalk set. It's kind of a shame it doesn't get anything especially good for coverage beyond Hidden Power, but if you do go for an attack in AR's place, Hidden Power [Grass] would be great to help Milotic take down opposing Water types, particularly Water/Ground types. Dragon Pulse is also a decent option with more power but not SE against Water, while Toxic works well with Milotic's defensive nature if you don't wanna rely on Scald to Burn. Dragon Tail is decent, allowing you to shuffle out non-Fairy boosters, Confuse Ray Confuses, and Substitute could help it stall out for longer. For this one I'd go with HP and Defense for most of its EVs, putting some spare EVs into SpAtt.
Looks pretty decent, and actually pretty standard aside from Psychic; more often they'll pack Focus Blast and/or Dazzling Gleam since FB gives it perfect neutral coverage while DG is more accurate at the cost of power and... the ability to hit Pyroar for neutral damage. Yeah not a big loss there, and even if it was, that's kinda already covered by Sludge Bomb. For your fourth move, you could pick almost anything for added coverage (T-Bolt, Psychic, FB, DG, Energy Ball, and Giga Drain are all good options depending on what your team is most threatened by), or you could go for Destiny Bond or Confuse Ray. I will say, though, just so you know, Gengarite is in the same boat as Lucarionite.
