I used my Master Ball on Latias in Sapphire and Latios in Emerald, I think (it's been a while). I don't think I've used mine yet on Ruby, nor have I used my Master Ball in LG. I'll probably use it on the roaming Pokemon in those games, as I can't think of any better purpose for it.
I don't remember the details of my other legendary captures, but I think I caught most of the generation 3 legends using several Ultra Balls apiece (anywhere from 2-30ish?).