Counters for Singles include:
~ Anything immune to Thunder Wave. This includes Electric Types and Ground Types. Also Pokemon with Lightningrod/Volt Absorb work here too.
~ Toxic variants can be shut down completely by the likes of Magnezone, so consider that to eliminate Klefki all together.
~Taunt. Also Prankster will allow it to go first, Taunt leaves it to go for one of its coverage moves(Play Rough, Foul Play, Draining Kiss) and become completely useless.
~Defog. While Klefki usually carry TWave, it'd be nice to stop all th work Klefki has done with a simple Defog. This includes hazards AND dual screens of any sort.
~While so uncommon, Magic Bounce works as well to remove and reflct any staus move Klefki throws at you. Beware of Foul Play/Play Rough for Espeon/MSableye.