Azelf. That thing is a monstrosity to catch, but it also makes a nice beast on your team. A ridiculous Special Attack + Nasty Plot makes that thing unstoppable if you give it the right moves. Like Psychic + Thunderbolt + Shadow Ball or Flamethrower + Nasty Plot has a wide coverage range.
Mesprit is okay, and has an appealing design, but is a pain to catch since it's a roamer. I've never really liked Uxie, design-wise or prowess-wise. So, Azelf easily, especially by comparison lol