In short, yes you have to think differently. The speed stat works differently so you don’t need to worry about speed creeping or out speeding common threats. A lot of moves work differently causing them to be worse or better than they normally are.
Example: Dragon Rush in used over Dragon Claw because Dragon Rush is basically guaranteed to hit, meanwhile foes can run away from Dragon Claw causing you to miss the attack.
The other big difference is that trainers have an easy way to dodge an otherwise deadly attack thanks to Mega Evolution making your Pokemon immune to damage while you Mega. There are a lot of other smaller things that affect battle as well, such as the time it takes to use the move and the moves cooldown.
Now I'm going to show you how to make a competitively viable set. As an example, I’m going to build a competitive Clefable set as I guide you through making a set.
Step 1. Select an item for your Pokemon. Generally if the Pokemon can hold a Mega Stone it should hold the Mega Stone. Otherwise damage boosting items or Leftovers are good choices. For my Clefable, I’m going to use Clefabilite.
Step 2 Select a move set for your Pokemon. When making a move set, you should normally start with a strong STAB attack. Typically the best STAB to pick for the Pokemon is the strongest STAB, though there are some exceptions like Ice Bream over Blizzard. For my Clefable, I’m going to choose Moon Blast. If your Pokemon has 2 types, it’s generally best to include a STAB attack for both types.
Next you want to figure out your other moves. Generally you can figure this out through trial and error and what you want from your Pokemon. So for Example, I want a specially bulky Clefable that can kill dragons and water types, so I’m going to choose Moonlight and Calm Mind to tank hits and defeat Dragon types with my STAB. For my final move, I’ll use Thunder Bolt to deal with water types.
Step 3. Now you need a nature and EVs. Typically you want to invest in what your Pokemon is doing. Don’t invest in Speed unless you’re using a Pokemon that’s too frail to use bulk and if speed is going to be better. Pokemon like this include Mewtwo and Greninja. So for my Clefable, I want it to be bulky, so I’m going to max out HP and split the rest of my EVs between Special Attack and Special Defence. For a Nature, you should pick one to boost your most important stat (typically Atk/SpAtk) and reduce the attack stat you aren’t using. for my Clefable, I’m going to use a Modest Nature, which reduces physical Attack and boosts Special Attack.
TLDR: yes you have to think differently
Source: Experience