you should check out:
1) The Codex in-game to check the legends which are hard to get. Generally, legends which have higher floor and higher difficulty requirements are the ones you should keep. But, if you still have the space in your inventory, try not to sell any of your legends yet. You might be able to find some use for them later.
2) Skaul’s Hierarchy of Tips and Tricks [SHTT] [220.127.116.11]
The most sought after legends are those with red Weapon DMG%, Elemental DMG% and Nadroji Ring and Amulet for the +2 Set Affixes.