Like others, it'd be shorter to list the ones I HAVE used, which is Dawnbreaker, and I used Auriel's Bow because they make you do so. If we expand it to shields and equipment as well I'd add Ysgramor's Shield and Targe of the Blooded.
[Edit:] Actually, I used Volendrung too when I was just trying to mess around and level up two-handed on my first sword-and-board character. It's relatively faster swing speed and stamina drain made it the ideal weapon to just swing back and forth blindly.
[Edit 2:] I find the "legendary" items to be somewhat underwhelming in this installment of the Elder Scrolls, especially with smithing and enchanting being what they are.
The mace of a long lost hero or axe of a forgotten king kind of pales in comparison to a sword I forged from the bones of the first dragon killed in Skyrim for centuries, an ebony ingot that I got from the tomb of Olaf One-Eye, the pelt of a snowy sabre cat (toughest animal I could find), and enchanted with the soul of Hevnoraak.