In Singles, Trick Room setters are usually preferred to have some sort of ability to pivot out to their teammates and have the longevity to set up Trick Room repeatedly. Porygon2 and Cresselia are common setters because of this, as they have healing moves to increase their longevity. Porygon2 can pivot out to its teammates with Teleport (mind that it lost the move in Generation 9), while Cresselia can fully heal a teammates using Lunar Dance. Hatterene, meanwhile, is the preferred "suicide lead" for hard Trick Room teams, as it can use either Misty Explosion or Healing Wish to safely bring in a threatening teammate while blocking entry hazards thanks to Magic Bounce. For more slow paced Trick Room teams, Slowbro is a decent option thanks to Teleport; however, because Teleport got removed from Slowbro's arsenal in Generation 9, that is no longer an option.
In VGC, Trick Room setters are usually more focused on longevity, additional support, and/or more additional damage other than just straight up offing itself. Cresselia is still a great Trick Room setter for that reason, as its signature move Lunar Blessing heals both it and its teammate. Indeedee can use Follow Me and set up Psychic Terrain for its teammates that spam Expanding Force, like Armarouge, who can set up Trick Room itself. Hatterene and Porygon2 are still great setters, but Hatterene much prefers to spam Expanding Force alongside Indeedee than to KO itself immediately with Healing Wish.
In more limited formats with less Pokemon, like regional dex singles formats and early VGC, there are some Pokemon that manage to shine when more prominent Trick Room setters are absent. A few examples are Dusclops, a menace in VGC thanks to Eviolite and supporting moves like Will-o-Wisp, Ally Switch, and Helping Hand; Mimikyu, who guarantees Trick Room setup thanks to Disguise, but due to its more offensive nature and lack of self-KO or pivoting, it is more or less limited to VGC; and Stakataka, a potential endgame sweeper thanks to the Attack-boosting Beast Boost along with great STABs in Stone Edge/Rock Slide and Gyro Ball, the latter being quite powerful thanks to its slow Speed, not to mention Wide Guard.