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I'll admit Sinnoh did introduce a lot of great legendaries, Darkrai, Arceus, Dialga, Palkia, Shaymin, Heatran, Cresillia, Mersprit, Uxie, Azelf etc. I like most of them if not all.
Jokes aside, I'd have to go with Darkrai. It has a nice concept is actually pretty original with its battle style. I generally don't like Gen 4's legendaries, though.
Considering he was the first pokemon I actually had the will to level up to level 100 throughout pokemon games (Even though I restarted a while after that), i'd say Giratina was my favorite. My second favorite was probably Darkrai when I had him.
I love Darkrai. I've had a lot of profile themes modeled after it haha. I also like Sky Shaymin and Arceus. :) Uxie is also pretty cool. I don't really dislike any of them, however I hate the way they did Dialga's teeth on the bottom. Looks derpy. But that's just me picking at aesthetics. lol
My favorite is Heatran due to gen IV not having an electric type legendary and the fact that fire and steel happen to be my 2nd and 3rd favorite types.