Ysera is 9 mana, so you really need to be in control when you drop it
This is a big reason Legendaries are not overpowered. Most of them have no effect right away. Ragnaros has charge in a way, but many are sort of a win more if you're already winning.
Some certanly. Ysera, Rag, Malygnos. Jaraxxus and Antonidas to some extent.
Baron Geddon gets you in control/stabilizes you. Centarius as well. They are fine at that. Tirion stabilizes you... sometimes. (If you dont get to use the weapon, he is an overcosted sunwalker)
Sylvanas and Cairne are "a bitch to remove without silence" kind of minions (something like Savannah Highmane) that, due to that quality, can get you board/card advantage.
Alextraza is somewhere between the two and IMO one of the strongest legendaries due to that quality to both stabilize and finish the opponent.
Thalnos is just value. (Kobold/Looter hybrid, better than both, though it trades more poorly).
TBK is a situational two-for one, kinda like Big Game Hunter. Jones is in the same category, an Azure Drake wannabe.
Edwin is combo card, though I never seen it do good, too easy to remove.
Groomash and Jenkins are Fireball/Pyroblast on legs, i.e. finishers. Esp Jenkins who has a very relevant drawback and basically can't ever survive the next turn. Al'akir too, except that it can serve as a emergency trade minion better than the other two.
I haven't seen others in action much (Velen/new Pagle/new Tinkmaster included).
I might be wrong somewhere there, but that's basically a short overview..