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Seriously?
I wouldn't want any.
Legendaries are meant to be there as part of equilibrium. Taking them away could cause many problems - just look at what happened when Groundon and Kyogre were set free, if someone had captured Rayquaza before things would have gotten ugly.
Also, part of why they are so special is because they are legends - people wouldn't really carry around legendary creatures. (I don't care about the Brains; they are cheaters ) At the best, you'd see very rarely someone with Lati@s or something, but even then... no, just no.
As much as I like Lugia, for instance, I admire its graceful design and legendary status; using it in combat, no matter how good the Legendary Pokémon is, would withdrawn part of the fascination I have for it, to be frank.
However, if I had really to chose one... maybe Latios. It's one of the legendary I'm more comfortable to use in combat, and that's the only reason why I'd want to use it, for aesthetics I don't need to own the Pokémon.