The cost for losing a Legend (taking 2 Prizes) and the cost for setting it up usually outweighs the benefits. Only Legends that aren't like this are Lugia Legend and Ho-Oh Legend.
Out of all the legends that are out there, not a lot of them are actually practical or usable. The ones that are:
Ho-Oh (Not too hard to set up, especially with DCE, doesn't have an extra prize penalty, and with Blastoise UL and Feraligatr Prime it can get set up right away. 100 a turn is awesome.)
Entei/Raikou (Most often seen, has free retreat, low attack cost, and high power, but is generally only used at the last minute)
Suicune/Entei (Might be kind of pushing it, but sniping for 100 is not a bad thing at all)
Rayquaza/Deoxys (Really really quirky and slow to set up, but it can OHKO anything and is guaranteed at least 2 prizes after any knockout - but it's weak to Colorless, which hurts it a lot)
Kyogre/Groudon (Mega Tidal Wave only; it can mill the opponent's deck quickly and deal some damage while it's at it - the problem is the 4 energy cost)
Palkia/Dialga (To only be run in a deck that actually revolves around, or can more effectively utilize, this card. Its only purpose is disruption; it cannot take prizes or deal any damage)
Of course, this implies that you can actually get both pieces in your hand/with Legend Box and can start putting Energy on them quickly. Good luck with that...