It all depends.
If you're using a boosting sweeper, usually you'd like to have coverage against Pokemon whom you would not deal enough damage to using your main moves.
Eg: Earthquake on DD M-Salamence beats the Steel and Rock type Pokemon on whom Flying is NVE.
Sometimes, priority acts as coverage against Faster or Boosting Pokemon.
Eg: Extreme Speed on Rayquaza for Deoxys-A.
Other times, you'd like to have your teammates remove troublesome Pokemon before you send out the main sweeper. Coverage isn't very necessary then.
Eg: Tapu Fini and Tyranitar to check and overwhelm Heatran before sweeping with Volcarona.
Ultimately, it all depends upon the rest of your team and your Pokemon's role. Because ultimately the objective is not to have good coverage, but to win.
Just ask yourself while building a team, "Which Pokemons will my team struggle against? Should I replace a team member, or add a coverage move to counter the Pokemon?"
"Which Pokemons will this specific member struggle against? Should I add coverage for it, or will adding coverage cause another problem to it? Should I try to remove that Pokemon with teammates instead?"
Hope I helped!