Wait is this like 4th generation Pokemon(DPP), or from any games in the 4th gen? Meh, whatever.
From the 4th Gen itself: I really like Darkrai, not just because of its design but because of its mysterious background and event (that locked house in Canalave City always bugged me). Another favorite is Heatran, because of its unique typing and capabilities in battle.
From other 4th gen games: As said before, I really like Ho-oh because of its great design. Although Lugia is very close too, I love both of them. As for the legendary dogs, I prefer Raikou as its the one I remember using a lot in previous games, so I eventually formed a bond with it.