Klefki's typing is excellent (2X weak to ONLY Ground and Fire, and with two immunities and multiple resistances). His defenses are strong. But his secret sauce is Prankster, which gives +1 priority on all status moves.
This allows Klefki to do the following:
- Always go first paralyzing with Thunder Wave and/or confusing with Swagger
- Then go first setting up a Substitute next turn
- Then go first using Swagger if I haven't already, or paralyze with Thunder Wave if enemy switches to shake confusion
- Then use Foul Play, which is stronger the greater the enemy's Attack; with an anti-Attack nature on Klefki, and the enemy's Attack raised two stages by Swagger, you can hit them HARD.
When the sub breaks -- if they're able to hit you instead of hitting themselves or being immobilized by paralysis -- then you repeat the process.
Only Taunt can stop it. In which case Klefki can switch out for a bulky wall to kill the taunter.
Also, some people use Klefki to set up dual screens and/or Spikes. Although I think the incredibly durable Carbink (with Sturdy, and holding Light Clay) is the premiere Dual Screener (and Stealth Rocker!).
Personally, I'm interested to use both -- Klefki, and then Carbink.