When I was little, I obsessed on HeartGold, despite never getting it, so Ho-oh has always been special to me. Dialga was the first legendary I ever got, so I love him for that, and he controls time, which is one of the things I liked (I used to watch Heroes and Doctor Who). Last one is Mew, especially from the 1st movie, which is one of my favorite movies (I even have the VHS of it!)
So, all in all, my favorite legendaries are: Ho-oh, Dialga, and Mew... Though there's so many more awesome legendary Pokémon out there.