Gyarados:
I don't think Naughty is the best nature that you could use. With the abundance of thunderbolt, plus the 4x weakness, plus the lowered Special Defense stat, you have almost no chance of surviving a thunderbolt by an special sweeper. Adamant is probably better of a nature to use. I'm quite a fan of that set (it being the one I used with one change), but why Torment? I understand that it is a good move, but it is usually seen on an annoyer over a sweeper. If you are using Gyarados as a lead (since he is the first one you listed) I think that taunt is a better move. It stops entry hazard set up and almost completely makes Cresselia useless. Your choice though.
Spiritomb:
In my opinion has a very nice set. With that nature that boosts its special defense and will-o-wisp to inflict burn which lowers attack, plus sucker punch and pursuit to hit switch outs, that is a very well balanced set that will work amazingly well for you. There really isn't anything I see wrong with this set. Pain Split as a way to heal back some health was a great choice too. He will work very well for you.
Gallade:
Another great set. You have amazing type coverage. The item works well. however choice band is another option. The extra speed will allow him to outspeed most things in OU. Its up to power or speed. Really. Another great set though.
Froslass:
I like the nature, I like the move set. You're really not giving me a lot to work with here
Hitting for steady damage with its special attacks, but leftovers isn't really the best option you have in my opinion. I would recommend a focus sash. By having that you can make sure you live through an attack, then return with destiny bond the ext turn as they try to knock you out.
Cresselia:
It's okay, not great. Mild lowers the defense stat which is kinda contrary to Cresselia's purpose. Modest would be the better nature if you want to go for the up sp. atk nature. However I do think that a Bold or Calm are the better natures to use as they support the wall that Cresselia tends to be. Leftovers is a very commonly seen option on Cresselias, but seeing as how you have reflect on this one (which will cover the reduction in defense to give you that) I think that light clay is another that you should consider. It makes the duration of reflect last 8 turns as opposed to the normal 5.
Dragonite:
Neither Choice Specs or Draco Plate are the ways to go with Dragonite. If you use Draco Plate the only good your getting out of it comes through the use of Draco Meteor which lowers your sp. atk stat by 2 stages which will essentially force you to switch out. Choice Specs locks you into a move, which if it is Draco Meteor again lowers your Sp. Atk. I recommend Yache Berry as Dragonite has that 4x weakness to ice type attacks. Also, ice type moves like Ice Beam are seen on most pokemon out there. Especially because a major counter to your dragonite would be Blissey, who almost always carries Ice Beam. Focus Punch is no good. Roost and Thunderwave are some good options that you should consider to replace Focus Punch. Thunder wave will help you sweep and roost obviously, brings back that health that you will want.
Overall a MUCH better team than you used to have. This team has good sets, natures, and good strategies. This team will work very well for you. Especially if you get the right evs. Good Luck!