Net Ball, anyways its better than other balls except Master Ball.
Yeah. Use a Net Ball. It would also be a good idea to put Kyorge to sleep. I havn't caught him yet though. You should save your game before you battle a ledgendary pokemon so if you don't catch it, then you can go back and try again. :D Good luck!
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Just be paitent and catch it with a pokeball!
MasterBall
Any pokeball will work but an ultra ball is probably best.
Net ball.
A Master Ball