Decide based on how much you need the extra abilities. Some people need Joan's skill to reach -50% ATK debuff. I didn't, and I knew I'd need Black Propaganda for Ixion Ragnarok, so I unlocked Mordred first. I haven't looked ahead since I no longer need to (all legendaries unlocked except Solomon), but the next challenge will be Apocalypse and Phoenix Ragnarok. Look into those fights and see what abilities will be needed. As I recall, Apocalypse inflicted a nasty string of debuffs with her rage overdrive, while Phoenix gains self-healing and def/atk buffs with her overdrives. I predict high amounts of downtime in the Phoenix fight if that attack pattern stays the same, though Black Propaganda would allow you to get more turns in between breaks.