I know this is about playthroughs, but I added some competitive commentary in there. Even if all I discuss are the competitive sets of one, they are all fun to use normally!
Fire types were never really my cup of tea, and I have never used one on a team in a playthrough. Coupled with their somewhat scarcity in the games, I feel like there isn't much variety even if you did decide to pick one up (looking at you, Gen IV). On top of that, I'm not really a fan of starter pokemon, so that narrows it down further, and I hate monkeys (though I'm getting slightly more appreciation for Infernape sets with Stealth Rock and/or Slack Off), so where are we left? I'll give a shoutout to a few of them that I've come to enjoy over the years;
Magmortar, for my expeditions into strange sets, including a bulky Chesto-Resto set with Belch and Thunderbolt as coverage.
Rotom-H, for being my favorite Rotom form, for whatever reason, it feels bulkier to me than Wash.
*Moltres, because I like all the legendary birds, and Hurricane is one of my favorite moves.
*Ho-Oh, mainly due to me using it in Bazaro's CAMP, but its bulkiness and ability in Regenerator, plus access to the awesome moves of Sacred Fire and Brave Bird make it a fun Pokemon to use. Unfortunately, I do not play in Ubers, so I will never have the chance to use it competitively.
Poison types are not the most popular, but the defensiveness of the type really attracts me. I don't usually find room for one on a playthrough team, but I have come to love them competitively for their defensive synergy with other types (*cough*Dark) and Pokemon (*cough*Tyranitar). The synergy there is great; Posion resists Fighting and Fairy, both of which are super-effective against Dark. Psychic, one of Poison's two weaknesses, has no effect on Dark. Seems pretty great to me.
Weezing, while it may seem like an odd choice, has its niche uses. I absolutely love it paired with Tyranitar, as it has Levitate so Psychic is the only thing it needs to worry about (and special attacks, which is why even its resistance to Fairy isn't too helpful since half of the time it is a special attacking type). In addition to being incredibly physically bulky, it has Will-O-Wisp, so it can just shut down most physical attackers. Finally, Steel types are common switches due to its obvious Sludge Bomb or Wave, but never fear, for it gets Flamethrower and Fire Blast! Scizor's Bullet Punches and Superpowers needn't worry Tyranitar with Weezing at your side.
Drapion, because remember how Poison and Dark so well complement each other? This gives Drapion only one weakness, but unlike Weezing's Psychic vulnerability, its is Ground. Boasting a great Defense stat for its good Attack and Speed, it can be invested to be a great special wall that doesn't need to worry about having 0 physical defense. What's more is that because of its offenses, it can run a good Assault Vest tank spread in addition to a bulky Black Sludge one. or you could just run Swords Dance and go full offense because it has such a great attacking movepool.
Tentacruel, for being a great bulky spinner with utility in Toxic Spikes, Knock Off, and Scald. It's a pretty reliable Pokemon to use.
I listed mainly defensive Pokemon of the type, but there are good offensive ones too, such as Crobat, Gengar, Toxicroak, Scolipede, Mega Beedrill, Nidoking/Queen, and Venusaur (which also has bulk, especially in Mega), but these are the ones I felt fit better with the "underappreciated" theme.
Ghost is certainly underappreciated outside of Gengar, Chandelure, and Aegislash, but it has more of my favorite bulky Pokemon. Its two immunities are fun to mess around with, but its weakness to Dark is easily exploitable, and a dangerous one to have in the games. Will-O-Wisp is also a very rude move mostly associated with these spooky guys.
Cofagrigus, though I've never used it, has incredible bulk and a very rude ability. I've seen others use it on their stall teams and it seems to do well. It does aggravate me a bit to face off against one though.
Dusknoir, whose slow speed is somewhat remedied by its great defenses, is one of my older favorites. Unfortunately, its HP stat is still terrible. However, it also has a high Attack stat, allowing it to hurt even when maximized on bulk.
Jellicent, for having its strange yet satisfying niches. For one, Keldeo can do nothing to its Water Absorb variants. It also has high HP and good defenses with a decent Special Attack, making it relatively versatile in running either stall, tank, or offense. It also gets a good movepool and one of my favorite Water moves in Water Spout, though it wouldn't find itself running that too often due to its poor speed.
Gourgeist, for being neat with its sizes, though that doesn't matter competitively. It also has a pretty decent bulk to it, but I've never used it like that. Its Attack is good though, and it has helped me many a time in Reborn.
Trevenant, for practically the same reason as Gourgeist, but it can be a bit more stally with Horn Leech, Leech Seed, and Sitrus Berry Harvest.
Froslass, for being one of my favorite Pokemon ever in design for a while. It's also a decent suicide lead. Boom, ghosts.
Golurk, for just being plain cool. Iron Fist is a neato ability and Golurk gets many of the moves that abuse it. Also, it flies. You know you'd get spooked if a giant golem ghost flew up to your top floor penthouse. There is no escape from the scares.
Drifblim, for its neat design and concept. I used one in Volt White where it got access to Hurricane (remember, one of my favorite moves), and ran a sick Rain Dance set with Thunder, Hurricane, and Shadow Ball, which was super strong since I had Flare Boost and a Flame Orb. I've used a few competitively, though all on random battles, but its old Unburden Flying Gem Acrobatics set was pretty scary. Which reminds me, we need all the elemental gems again!
So the moral of the story here is that Ghosts...don't...DIE! Heh, heh, heh! Can you get out of here... ...alive?