I was going to say Dialga/Palkia/Giratina, but Shining Raichu's post makes a lot of sense, so I've thought about it :P
It's hard to decide on a Legendary Trio that I like the best. I didn't use the Musketeers all that much but I'm just.. not altogether crazy about them. And I think the Elves are okay too, but the fact that they're ALL Psychic really irked me.
So that leaves the Golems, Beasts and Birds.
The Golems are cool but single typings (particularly pure-Rock types) don't do it for me. And the beasts generally have just a bit too few decent moves for my liking (rather, moves that I actually like to use). So, I guess my favourite trio are the Birds. I've used at least one of them in pretty much every playthrough of LeafGreen, and being Legendary Pokemon they've always been valuable additions to my team. So I like the birds the best, even though I know they could be beaten by the likes of the Regis with relative ease.