Team Rocket Leader: Sierra Guide

You worked hard for 6 Mysterious Components, and your reward is... A fish!
Team Rocket Leader Sierra - "I envy you - you get to battle me!"
Pokemon Lineup
While Feebas evolves in an incredibly beautiful sea-serpent, Shadow Milotic unfortunately isn't great... Even the shadow boost doesn't save it from mediocrity, but at least it can be shiny I guess.

Team building recommendations
For the Team Leaders, it's important to work on strong team building a bit more, as they definitely pose more of a threat than most of the grunts. For this reason, we're going to look at our counters less on an individual basis and more based on their role within a team. This team structure isn't mandatory to win, but at least some degree of planning will help tremendously.
Lead
Lucario is here to fill up on energy and take care of shields with Counter or Force Palm and Power-Up Punch. It has atleast a neutral matchup against anything in the middle, though it needs a second charged move unlocked with Shadow Ball.
Second Slot
Garchomp has neutral matchups against anything in Sierras second slot, allowing it to gain energy reliably and quickly fire off an Earth Power to deal with anything in the last slot.
Third Slot
Being able to deal with Sierras' whole backline using Mud Shot and Hydro Cannon*/Earthquake, Swampert makes for the ultimate backline slaying machine.
Good substitutes

If you're struggling against Ferrothorn, or you don't have a Lucario, Heatran with Magma Storm is excellent at getting rid of shields and burning through Ferrothorn with ease.

Replacing Swampert is no easy task, but Rhyperior comes really close. Mud SLap has great damage, and Earthquake/Surf cover the backline perfectly. But... it tends to take super effective damage from Nidoqueen's Mud Shot and Drapion's Ice Fang, and you always want elite Rock Wrecker* on Rhyperior. So only use it if you have a spare one without Rock Wrecker lying around.