Uxie is my favorite...
It's like sleeping beauty got mixed with the beast, and it just kept sleeping. Azelf is cool too, but I like using Uxie in UU battles more then Azelf in OU/Uber. Mesprit looks horrible. And I had to chase it all over Sinnoh. Fun.
Design wise, Cresselia is good. It's unique and a use of shapes really brings out a crescent moon. Darkrai is an ugly pile of thunderclouds with a face, but Dark Void can wreak havoc. Shaymin is cool. Can't say I love it though.
Arceus looks like it's being chained to the ground. Giratina I like averagely, as well with Dialga. Personally, I prefer Spacial Rend over ROT but I hate Palkia. Nasty piece of work there.
Manaphy has an oversized head, but the innocence it has makes up for it. It's got some pretty nice moves, too. Phione... Lol
Heatran has a beast cry, as well as Cresselia, and it has a gender. Whoah. Its got unique typing (fire/steel) and its just pretty beast in battles.
As for Regigigas, I love it. Possibly one of my top Sinnoh 3-5, if only for its ability it would be in the Uber tier. But I hate tiers. If you can wall Regigigas off until it dies off its slow start then it'll just kill, kill, kill.
Overall, the Sinnoh legendaries are okay... At least there's no more Moltres. No need for chubby birds.
My favorite legendary generation was Johto. So many unique legs like Celebi and Suicune. I wish they made a Pokemon game with all the regions, but that'd be a hell a lot of work.