The three big threats for me would be Mega-Kangaskhan, Mega-Lucario and Talonflame.
Mega Kangaskhan: Being able to hit with the power of a Choice Band, whilst still being able to switch moves, is scary, but combined with the Swords Dance Sucker Punch, teams have to start running a specific Pokemon, just to check Kangaskhan. The only things that really stop it are bulky Ghost Pokemon that do other things than attack, such as Trevenant, and faster Fighting Pokemon. If not faster, then use Mach Punch to land the super effective hit, however due to Kangaskhan's bulk, it may not go down. If you're fighting Pre-Pokebank, it's hard to find a faster Fighting type, the only things in the Kalos Deck and are Fighting and faster than Kangaskhan is Mewtwo, which is banned and Mega-Lucario, which has to already be evolved since Jolly Mega Kangaskhan now outspeeds Jolly normal Lucario. In the case of Ghost pokemon, they don't have to evolve right away, they can go for a Power Up Punch with Scrappy for a +1, then Mega Evolve for Sucker Punch/Crunch.
Mega Lucario: Adaptability is scary on Lucario, due to Close Combat being a 240 BP with no drawback as such. With the buff to Steel Types (offensively speaking), many Lucario have been running Bullet Punch to deal with the new Fairy types, meaning faster Ghosts, such as Mega-Gengar, have a hard time dealing with it. In addition to all this, Lucario can run Crunch to deal with bulkier Ghosts, as well as Swords Dance to get a gg from the opponent.
Talonflame: Priority is fine, but Brave Bird priority is really something else. Being able to spam a 120 BP STAB move and be faster than pretty much everything, bar base 130's, which can't switch in due to being frail. Priority Roost if you're thinking of picking it off with Ice Shard is a big no-no and Flare Blitz just adds the hurt. However, unlike the other two, Talonflame suffers horrendously from recoil damage and Stealth Rock. Slapping a Rock-type Pokemon normally solves the Talonflame situation.
These are the main threats I've come across, maybe the other Mega pokemon are a problem but at the moment I've yet to either find them a problem or come across them.
Notable exclusion is Mega Gengar due to it being a little weaker than LO Gengar and you will switch your check in the turn they evolve.
Also bear in mind I play pre Poke-bank, so all these threats may become easier to deal with once we have access to our favourite Pokemons (for example, the Musketeer quadruplets check Kangaskhan very easily with Justified and Close Combat).
TL;DR: Mega Pokemon should have never been invented without Pokebank being around, Talonflame is annoying.