I've got Raikou, Entei and Latios to catch.
It's just way too difficult and there are too many things that can go wrong. Here is the situ:

- All legendaries run from battle first turn, unless you outspeed them, in which case they may stay and attack for a turn or two before running. So on any given meeting you have a maximum of 3 chances at catching them in a ball.

-The dogs know Roar, and aren't afraid to use it. If they don't run after turn 1 they usually Roar at about turn 3.
On this point, the Birds (Zapdos etc) all knew Safeguard which meant getting a status problem on them to ease capture was incredibly annoying.

-I don't have many pokemon with "trapping" abilities or moves. And certainly none at a high level who can outspeed/take a hit from a Lv 40 legendary. Besides, I've tried and the Roaming Legendaries 'fled from battle' thing they do bypasses Dugtrio's Arena Trap, Wobbuffet's Shadow Tag and has bypassed Haunter's Mean Look. The only thing I can use is the Lv 50 route 11 Snorlax and its move Block.