FAST SET WITH THUNDER WAVE:

Rotom-Wash @ Sitrus Berry
Ability: Levitate
EVs: 252 HP / 128 Def / 128 Spe
Bold Nature
IVs: 0 Atk
- Hydro Pump
- Volt Switch
- Thunder Wave
- Will-O-Wisp

Thunder Wave can beneficial for spreading paralysis. By spreading paralysis, this allows Conkeldurr to KO the fast threats it couldn't out-speed e.g. Starmie, Mega Gardeviour, Mega Altaria etc. Thunder Wave is a great alternative for crippling the typical switch-ins to Rotom-W e.g. Latios and Serperior. This will then allow Conkeldurr or members of the team to safely KO them.
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DEFENSIVE, COMMON ROTOM-W SET:

Rotom-Wash @ Leftovers
Ability: Levitate
EVs: 248 HP / 252 Def / 8 Spe
Bold Nature
- Volt Switch
- Hydro Pump
- Will-O-Wisp
- Pain Split

Here is a usual Rotom-W set. It's great for handing various offensive threats like Weavile. This set is preferred because thanks to its increased bulk, it takes less damage from Knock Off.
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THIS IS A HYBRID SET. IT COMBINES TRAITS FROM THE FAST, AND DEFENSIVE SET:

Rotom-Wash @ Sitrus Berry
Ability: Levitate
EVs: 252 HP / 252 Def / 4 SpA
Bold Nature
- Hydro Pump
- Volt Switch
- Will-O-Wisp
- Thunder Wave

A Sitrus Berry is actually useful in battle because it can turn many 2HKO's into 3HKO's. A Leftover can be used instead. This set is great because it's bulky and can spread both Paralysis and Burns! This is helpful for deterring its usual counters e.g. the Lati-twins, and Serperior. This is a great set, but the second set may be easier to use. I recommend using the 2 move-set first. If T-wave is too important, then this set is probably better.