As stated, some people like the challenge of catching legends in Pokéballs. It shows more "dedication" and entitles the person to more bragging rights. Doesn't it seem cooler to catch an Arceus in a Pokéball than just in a Masterball? Anyone could do that. Personally, I want an Arceus in a Premierball with a Mind Plate. It isn't always just about catching the Pokémon itself. Some people just like to personalize, if not, everyone would say Dusk, Ultra, and Masterballs and there would be no point to this thread. Lol
On topic, though. I don't think I have anything I use more in particular. I try to use whatever matches the Pokémon's colour scheme. (In normal gameplay, when I'm just trying to catch it. Probably whatever is the strongest ball I have on me. Like an Ultra. Maybe a Masterball if I haxed them and I'm in a hurry.) I remember once when I was trying to help a friend catch a Heatran. I tried the Pokéballs for the lulz since he came unprepared and was running out of Ultraballs. Eventually, I had to try a Diveball. It actually worked. It was so hilarious.