Azelf is the only member of the lake trios that's placed in OU (Last I checked), not to mention that it can take advantage of it's high attack and use moves like Explosion, which could inflict massive damage if done right(Of course, this is just based off of stats and movepool, but I prefer pokemon that are useful in the current metagame).
As for Jirachi, not a huge fan of "Cute" legendaries, so I omitted it.
Another reason why I like Azelf best is becuase it's blue, which is pretty much my favorite color.
Azelf by a long shot.