Alexstrasza, Ragnaros or Cenarius?
Thalnos might not be the first Legendary to craft but he is, easily, in the top 5.
As for the ones you listed, I'd go with Ragnaros since you'll get the most mileage out of him. Alexstrasza is gimmicky. Cenarius is solid but since he can only be used in Druid decks, he doesn't help at all when you get that win 5 games with Priest or Paladin daily.
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