The main thing that makes legendaries hard to capture is their extremely low catch rate. Apart from Shaymin, Dialga and Palkia, every legendary so far has had a capture rate of 3, which means they barely ever stay in the ball. The Master Ball can obviously still catch these with a 100% capture rate, but of course, you only have one, unless you clone it, though I'm not particularly sure if this can be done in the US versions, yet. I'd highly recommend using a Master Ball on a runner like Mesprit or Cresselia should you find that you
cannot get another one.

Other Pokeballs that can be effective are Timer Balls as legendary battles can drag out a lot sometimes, Dusk Balls as the majority of legendary battles tend to happen in dark areas, and your generic Ultra Ball for its 2x catch rate. But
Dusk Balls have a 4x rate, and Timer Balls also have a 4x rate after four turns so you may prefer to use those. If you want to get an easy legendary that is outside a cave, I'd recommend hunting at night. Quick Balls may also come in
handy if you want to start throwing balls from the first turn.

An awful lot of legendaries also require HMs to access, so you best bring along your HM slaves when going hunting.

View: Pokemon Pearl Cheats - Legendary Pokemon Central