My opinion on each of them:
Azelf, Uxie, and Mesprit - Many people look at them for only their type and physical disposition, and they look at them as more Mews, just what I was afraid of. It's more fair to look at them in terms of what they can offer. Mesprit isn't that good, but Azelf and Uxie put their good offensive and defensive stats to use. Also, they're strong psychic types. I don't know much about them, so I can't form an opinion on them as characters. Perpaps the 12th movie will do this for me?
Dialga - Awesome extra-dimensional pokemon, the chief pokemon of time, I just wish it had a bit more personality in the 10th movie.
Palkia - While Dialga enjoys many resistances, Palkia enjoys a near lack of weaknesses. That has made me take a liking to it. It's also a perfect companion to Kyogre. I've liked Palkia, which is why I had a problem with it being portrayed as a bad guy in the 10th movie. Awesome super-legendary with godlike powers? Let's make it lose a battle and have it run away like a coward, dragging an entire city down with it in defeat. Thanks a lot, you nearly ruined my favorite legendary.
Giratina - I first met Giratina entirely by accident, not knowing it existed. I was running around in Turnback Cave in my imported copy of Pokemon Pearl, when I literally ran my face into this huge scary thing. At that moment, it became the only pokemon I've ever seen to make me nearly jump out of my skin. I'm looking forward to my copy of Platinum arriving.
Cresselia - It's in my Battle Tower team. It's nearly untouchable.
Regigigas - In the 3rd gen, I complained that the three legendaries in that generation were not particularly noteworthy. Now comes the fourth gen with a new one, and as one would expect of the king of the three, it's just as unremarkable. In fact, it's ability is a penalty, not a bonus. Regigigas is a King Giant, as it's name suggests. It's the king of unremarkable pokemon.
Manaphy - I like this one. It reminds me of the Chao from Sonic the Hedgehog games. A mainstay on my Uber water team.
Phione - Sorry, Regigigas. I was too quick to judge you. There is a pokemon more unremarkable than you after all.
Darkrai - This is a very appealing pokemon. In the pokemon world where most creatures are cuddly and adorable, Darkrai is the one that would rather give you nightmares.
Shaymin - When I first saw this one, I thought, "boring Celebi ripoff". But I changed my mind when I saw Sky Form. Shaymin's Sky Form puts Serene Grace to good use with Seed Flare. Again, I'm looking forward to the arrival of my copy of Platinum.
Rotom - I never thought of Rotom as a legendary.
Arceus - I'm interested in seeing how this pokemon will be portrayed in a movie. But it's already threatening to have a place in every Uber team with it's ability to be any type. This is the crown pokemon in terms of power and versatility. It also looks so cool.