I usually try to pick something i never or not that much played with, try to get a fresh experience each time. I'm... not training that much besides my main squad though, i generally stick with the 6 i made the majority of the game with (yeah, that does provide some challenge when i'm against a tough opponent because it means that i 1) have to try everything i have in my bag until i somehow succeed or 2) have to train one or two new members from scratch because the few i have already ready in the box aren't that up to the challenge either).
As for the team itself, i try to have a good coverage of types and a mix of special and physical attackers (what do you mean, i could also use more defensive mons ? that's not fun !) but that's about as much thought i give it.