Woah, Togekiss with King's Rock would be awesome if it outsped more opponents :O
Trouble is, it doesn't
Reminds me of one time when I owned a Togekiss with 1 Nasty Plotted Flamethrower from my Infernape. Made the opponent rage quit lol
Now, for your team. It appears you have a lot of attackers, which is great. As for the Azelf being undecided, here's a list of things I notice:
1) It seems to beat Infernape in every aspect that makes Inernape desirable in a team.
2) It can learn Nasty Plot. This is good for implementing my Infernape Lead's strategy.
3) It only has one element (as opposed to Infernape's two being Fire/Fighting), meaning less STAB.
4) It doesn't learn any first priority moves. Even though you might argue that Azelf's speed is good enough to beat most anything that will counter it, pokemon such as Ninjask will outspeed you. They will X-Scissor you. But probably not until they get a few Speed Boosts first :3. Then there's the Choice Scarfers. Gotta watch out for those. My Choice Scarfed Gliscor could easily outspeed Azelf and destroy it using X-Scissor.
And that's just at a glance. I've never actually used Azelf, but here's what I think.
It could use Nasty Plot with Focus Sash, and then exploit its great attacking stats with a combination of Psychic, Flamethrower/Fire Blast/Energy Ball, Explosion and Nasty Plot, or you could replace Explosion with another attack option, but that probably wouldn't be advised for one reason. Despite you outspeeding my Infernape, my Infernape would actually win that battle. Why? I would use Flamethrower. You would either use Nasty Plot (in which case your Focus Sash would not work anymore, anyway) or you would go straight for an attack as well, which would active Blaze, ensuring that you get left with 1% HP (due to Azelf's low defensive skills). Then I would be able to finish you off with Vacuum Wave
An alternative would be the Utility pokemon you so sorely need. Which is basically the smogon lead set. With a few tweaks it could be better, but anyway ;P
Now, for your Physical Wall. Why did I go through all that for a completely different Pokemon to what you were asking about? Well, it all depends on that Pokemon, really. Let's face it, you need another Utility Pokemon. Blissey is there to Toxic Stall and use Wish, Lanturn can use Heal Bell, but who would do anything like Stealth Rock, Spikes or even Toxic Spikes? Well, you could use Foretress for that as well as Rapid Spin, but that's about all Foretress is good for. You could use Shuckle as a mass Defensive wall and get off the SR, but I don't know if you can quite handle Metagross with Blaziken alone.
Then there's options like Steelix and Golem, but I don't reccomend them because they are incredibly weak against Special attacks (meaning that mixed attackers would love your stallers). Same applies to Aggron. However, you might find Heatran to be, although a little lower in the Defensive skills, better suited to your needs? It can learn Stealth Rock, use Substitute if you really want, and it can also deal a good amount of damage with Fire Blast, Explosion, Earth Power, whatever.
But perhaps that isn't what you're after? I'll think about it a bit more, but I'm having a tough time choosing here
