Moves
Protect and Substitute are used in combination in order to gain as many Moody boosts as possible. Protect nets Glalie guaranteed Moody boosts and Leftovers recovery, whereas Substitute takes away 25% of Glalie's HP in order to let it avoid powerful attacks or status moves. Sheer Cold allows Glalie to OHKO any Pokemon in the metagame other than Sturdy users, such as Skarmory. However, Sheer Cold's low PP means it is prone to running out if you are unlucky, so a secondary offensive option is necessary. Frost Breath is fantastic due to its 100% critical hit chance, effectively giving Glalie a 90 Base Power STAB move that also ignores potential Special Attack drops and ignores its foe's defensive boosts. This means that if Glalie is unlucky and keeps lowering its Special Attack, Frost Breath will not lose power, and that Calm Mind users, such as Clefable and Raikou, do not take reduced damage from it. Freeze-Dry can be used as an alternative to Frost Breath to hit Water-types such as Suicune, Azumarill, Rotom-W, and Greninja super effectively, and it even hits Gyarados, Swampert, and Quagsire for 4x damage. However, all these Pokemon fear Sheer Cold, and Frost Breath is generally better, especially for hitting Skarmory.
Set Details
172 EVs in HP maximize the amount of HP Glalie gets from its Leftovers and minimizes the HP lost from setting up a Substitute. Maximum Speed investment is used together with a Timid nature to make Glalie as fast as possible, which is important for setting Substitutes up in front of as many foes as possible; the increased Speed also means that Glalie needs fewer boosts to outspeed the entire metagame. Notably, Glalie can outspeed Pokemon like Dragonite, Suicune, Cresselia, and Venusaur when unboosted and, with a boost, faster threats like Mega Gengar and Greninja. The remaining 84 EVs are put into Special Defense to pump up Glalie's resilience to Hyper Voice from the likes of Sylveon and Gardevoir. Moody is used for its stat-boosting properties, and Leftovers is chosen to extend Glalie's lifespan by providing passive recovery.
Usage Tips
Glalie should absolutely not be switched into attacks, as it is too frail and needs as much health as it can get. Instead, Glalie should be brought in after one of your Pokemon has been KOed, preferably after the foe has been sufficiently crippled with status or weakened with stat-reducing moves. This helps Glalie set up Substitutes because of the foe being too weak to break them, being unable to attack due to a status ailment, or having to switch out to a check. A Glalie behind an intact Substitute is dangerous, so getting one up and maintaining safety behind one is imperative to Glalie's success. If you're faced with a faster Pokemon such as Garchomp or Greninja and Glalie already has a Substitute set up, you should expect it to be broken and use Substitute again. Alternate between doing that and using Protect until Glalie is faster than the foe, and then you can use Glalie's Speed advantage to attack before its Substitute gets broken and replace Substitutes before being attacked again. Hopefully, Glalie should accrue enough defensive or evasion boosts that it can avoid having its Substitutes broken every turn, giving it chances to attack. Sheer Cold's PP should be preserved for when it is absolutely needed, so use Frost Breath to attack until faced with a dangerous Pokemon, such as Suicune, Cresselia, Porygon2, Heatran, or Tyranitar, and hope that Sheer Cold lands on them. If your opponent brings in a Pokemon that threatens Glalie but it is behind a Substitute, use the opportunity to fish for a Sheer Cold hit before the foe breaks the Substitute, rather than immediately switch out.
Glalie struggles against fast heavy offense teams, as it cannot get Substitutes up reliably without taking hard hits. If you see at Team Preview that your opponent has a team stacked with heavy hitters, such as Mega Kangaskhan, Blaziken, Thundurus, Garchomp, and Mega Salamence, don't be afraid to leave Glalie out of the battle entirely. This also means that your team cannot be overly reliant on Glalie.
Team Options
Glalie thrives with Thunder Wave support, as the decreased Speed of the foe and free turns that full paralysis can provide make setting up Substitutes far easier. Thundurus is Glalie's most common teammate for this reason, as its priority Thunder Wave allows it to cripple even the fastest of Pokemon, such as Greninja, Serperior, and Mega Salamence. There are many other great paralysis inducers including Serperior, Klefki, Chansey, Cresselia, Rotom-W, and Zapdos.
Physically defensive checks to Pokemon like Mega Kangaskhan, Talonflame, and Blaziken are crucial for Glalie's success. Thundurus again is valuable here, though Pokemon such as Suicune, Mega Slowbro, Cresselia, Rotom-W, and Zapdos can all be used. Sylveon is a massive threat because of Hyper Voice being able to hit through Glalie's Substitutes; Mega Gengar is able to trap Sylveon and KO it with Sludge Bomb if it's taken some prior damage or take it down with Destiny Bond. Aegislash can take Hyper Voice relatively well and KO Sylveon with Iron Head or Flash Cannon, while Chansey can tank any move except Psyshock and whittle Sylveon down with Toxic. Specially defensive Talonflame is a great partner for Glalie, being able to beat Blaziken, Volcarona, and Heracross and wall Sylveon and Mega Gardevoir. Mega Kangaskhan is the preferred Mega Evolution to use with Glalie, as it provides a reliable backup when Moody doesn't work in your favor and also provides a lot of pressure at Team Preview, forcing your opponent to bring defensive checks to it that Glalie can set up on, such as Ferrothorn and Cresselia. Mega Salamence is also a fine option, being able to threaten Blaziken, Heracross, and Volcarona lacking Hidden Power Ice; Intimidate also provides valuable support for Glalie. Because Glalie can be used as setup fodder with its predictable alternation of Protect and Substitute, an Unaware user such as Clefable can work as a check to opposing sweepers. Ditto can also be used to take advantage of the foes' stat boosts if they manage to break through Glalie.