Hmm, well natures count towards how strong certain powers will be. For example, since Milotic in general has stats where Special Atk is highest and Attack is lowest in the first place, getting a nature that boosts this is your best bet. With a modest nature, your Special Atk will be boosted 10%, and your Attack will be -10% in exchange for it. Pokerus also ups your EVs, so you will generally have higher stats overall.
And Milotics actually don't evolve via happiness. They evolve by maxing their beauty, so it takes quite a few high level poffins. I usually make them with my friends, so that they are higher level.
I like your team idea xD And Milotic is pretty awesome. My friend had to let it rest for a second because apparently it was too high of a level compared to the rest of its team.