Movesets, EV Spreads and Natures will all often vary from Gen to Gen - this is because new Pokemon are introduced, and the metagame reshapes itself around new threats - often this means new movesets to hit those threats well, or new EV Spreads + Natures in order to hit hard enough, or to outspeed other threats.
Additionally, Pokemon being shuffled into different tiers means that the threats the Pokemon faces will change as well, and that will influence the movesets and all of that.
For example, in your case - Electivire.
In Gen 4, D/P;
>The EVs let him hit 280 Speed, which beats out neutral-natured Lucario before a boost and Choice Scarf Heatran after it. Special Attack is maximized due to the specially based nature of this set, while the rest are put into Attack so Cross Chop will hit harder.
So in Gen 4, Mild Nature was used, since Electivire did not require the extra speed, and appreciated the extra power on a largely specially-based set. Electivire was also in the Overused tier (OU) in Gen 4.
In Gen 5 B/W
>The given EVs allow Electivire to OHKO Tangrowth with Flamethrower after Stealth Rock and one layer of Spikes, outspeed Rotom and everything slower, and provide extra power for its physical attacks.
So in Gen 5, Electivire was in RarelyUsed (RU), and it needed that extra speed for more effectiveness - the use of Naive, which boosts speed, along with the speed EVs, allowed Electivire to outspeed key Pokemon including Rotom.
Anyway there is no need to change the nature of your Pokemon - it may change in X/Y again P:. In all honesty, Mild and Naive both work fine, and the only really in Competitive Battling would you really consider paying attention to two natures that both work. So if you're doing Competitive Battling, wait a bit for XY Movesets and all to come out - otherwise don't bother, it works fine.