Depends. For normal wild Pokemon I just use my False Swipe Scyther or Gallade. If we're talking Legendaries - in particular roaming Legendaries - I have a more complex approach.
First of all I'll keep encountering the wild Legendary and False Swiping it with Gallade or Scyther. When it's down to 1HP, I'll send in my Zapdos on the next encounter to Thunder Wave it. It'll then flee; on the last encounter, I'll send in my Crobat to Mean Look it, then ping Ultra, Timer and Dusk balls at the Legendary and usually it's mine within 5 or so balls. It takes a while, but it's a pretty foolproof plan; all the Pokemon I use are Lv.50+ and very quick, so they always get the important hit in before the Legendary has a chance to flee.