So many good late game epics. Ancients and Giants, and now all those cool GvG cards. So much dust needed to craft them all. At least I have my 2 Recombobulators and 1 Sky Golem.
Yeah, I'm starting to think it's more important for decks to craft Epics than Legendaries. I don't think I'll ever have a complete Legendary set so I'm just going to accept that and use my dust for Epics.
There are only a few legendaries that completely anchor decks and are absolutely needed for that style:
Grommash, and to a lesser extent Antonidas and Jaraxxus. Tirion is also huge for Paladin. Then there's Alexstrasza for any control deck that is likely to not deal any face damage for the first 8 turns and Leeroy for the OTKs. Beyond that, you want Dr. Boom and/or Rag for general purpose bigness. Ysera if your deck can push it that late, but it's not nearly as generally useful. Thalnos and Sylvanas are more generally useful and probably craftworty. Harrison is the current big tech card since there's so much control Warrior, Jaraxxus, and Muster for Battle. But pre-GvG, the Black Knight was the big one for Sludge Belchers and taunting giants. And there's Geddon too for cleaning up aggro.
If you have Vol'jin, Edwin, Cenarius or Gallywix, you probably use them, but you're probably not dying to craft any of them. You also might prefer to craft legendaries that can anchor some other type of less good deck that you want to play, like Malygos, Deathwing, Mal'ganis, Neptulon, Gazlowe, Toshley, Leeroy, Mimiron, Velen... but getting a complete collection doesn't seem that worthwhile.
I'd say you're "done" when you have:
Boom, Rag, Alex, Grommash, Sylvanas, Antonidas, Jaraxxus, Tirion, Thalnos, Leeroy, Harrison, Black Knight, and Geddon, plus whatever specific gimmick ones you like (and of course Loatheb, but you don't craft him). Obviously you can skip the ones for archetypes you don't like playing (I dusted my Leeroy, and it doesn't bother me).
The highest priority epics are BGH for any control deck, Lore/Force for Druid, Shield Slam/Brawl for Warrior, Mountain/Molten for Handlock, Cabal for Priest, Ice Block/Doomsayer/Pyroblast for freeze Mage, Prep for Miracle, probably Quartermaster for Paladin, Doomhammer for Shaman, Snake Trap for Aggro Hunter, and maybe Faceless for control decks if you can't afford all the Legendaries you want. Feign Death and Sabotage are also going to be pretty staple though not as critical for their decks as the others.
Note that you can craft 4 epics for the price of one Legendary, so all 4 giants is like just one Legendary, and makes a deck much more so than some mediocre Legendary like Cairne.