Well Zoroark is a dark type so obviously you want to make sure fighting type attacks don't hit it as well as bug.
A good type I'd think would be ghost - since Dark and Ghost which hit Ghost supereffectively don't hit Dark well.... and only a genius would try using a fighting/bug move on a ghost type Pokemon.
A flying type is acceptable since people aren't going to be trying to hit a flying Pokemon with Bug or Fighting type attacks.
On my UU Team I run a scarf zoroark;
Zoroark @ Choice Scarf
EVs: 252 SpA / 4 SpD / 252 Spe
Great revenge killer, and has the merit of being able to beat Scarf Heracross who normally kills Zoroark. Trick cripples foolish walls who try to come in. Dark Pulse for STAB, Focus Blast/Flamethrower for coverage etc. etc.
And while running something like scarf Zoroark, using illusion to disguise itself as a Pokemon like Slowbro might be a good idea. It encourages Special attackers like Chandelure to stay in and Chandelure gets koed by dark pulse. mwuhuhu. xD