Using Decoy is an effective way of escaping and chasing down enemy champions.
When fleeing, consider how best to utilize the brief stealth provided by Decoy. Use it to juke your pursuers by changing directions after using Decoy. Sometimes it's best to simply stop after casting Decoy and watch as your opponents continue to chase in the direction they think you've gone, this is known as 'stop juking.' By pressing "stop" [default key: S] you can pretend that you have used Decoy to make your opponents think that you are the decoy. However, this move may not work on skilled opponents.
Try to hang onto your Cyclone during teamfights instead of using it to initiate fights, your visibility with your ultimate and high damage output will put focus onto you from the enemy team. Instead use it as a strong crowd control to break up enemy champions and to chase.
Do not be tricked by his Decoy clone, If you see him suddenly stop, try continue moving forward instead of attacking him so you will see him when his stealth duration is over.
Beware - he could use it the other way, like suddenly stopping without using Decoy.
To avoid getting tricked between him stopping or deploying the Decoy, notice his idle animation. The clone starts its idle in a set position so if he suddenly "jerks" in his idle animation, you know he used decoy. Otherwise, feel free to continue battering Wukong.
Buy stealth detection items to neutralize the stealth advantage of Decoy, or land slows on him before he uses the ability, making it difficult to use the stealth to escape a large distance - preferably with non-skillshots, as Decoy cannot stop them from hitting while they are already in flight.
Be sure to spread out to avoid Cyclone - its potential makes up the most of Wukong's power and having the team avoid getting affected by it as much as possible can significantly reduce his effect in teamfights.
Knockback effects and escapes can avoid a lot of Cyclone's damage - perhaps even all of it!
Sustain can nullify the effects of Wukong's harassing combo, and the combo costs a significant amount of his mana which can quickly leave him unable to use his abilities.
Wukong is one of the few bruisers who are actually meant to shine late game, deny him early.