The trouble is that the legendaries cost 1600 dust to enchant. The epics are doable at 400 but it's really hard to get up to 1600 especially when an average pack of duplicates (4 commons, 1 rare) will only net you 40 dust.
Definitely keep Ragnaros. He's one of the best legendaries there is and the 400 dust you get for disechanthing him isn't worth it. I'd strongly advise against disenchanting any legendaries you pull except if you get a golden one you don't want. Then you coulsd de the golden for 1600 dust and enchant any legendary of your choice.
Pretty much this. There are some stupid legendaries. Ragnaros isn't one of them. He's one of the best and can be used in any deck.
The list of legendaries I provided above are most of the good ones that are usable in every deck. Although Tinkmaster overspark isn't quite as good as he was since the last patch.
If you get anything else off that list, keep it. It's too good to toss. Also keep the 1 specific class based legendary as well. Which is the following:
Paladin - Tirion Fordring
Warlock - Lord Jaraxxus
Priest - Prophet Velen
Hunter - King Krush
Warrior - Grommash Hellscream
Rogue - Edwin Vancleef
Druid - Cenarius
Mage - Archmage Antonidas
Shaman - Al'Akir the Windlord
Those are the specific class based legendaries. Those you do not disenchant. The ones that are kind of crappy right now you can disenchant are:
Baron Geddon
Leeroy Jenkins
The following are "questionable" in terms of value and are very scenario specific for use:
Millhouse Manastone
The Beast
Nozdormu
Tinkmaster Overspark (new version)
Lorewalker Cho
Harrison Jones
Gelbin Mekkatorque
Elite Tauren Chieftain
Deathwing
The Beast
Captain Greenskin
Although I almost want to put The Beast into the auto disenchant category above. Still the list of questionable legendaries are not going to be in every deck and they are going to have only a very specific scenario to be played during for which they are very useful. If played outside that scenario they could potentially even hurt the player that plays them.
The rest of the legendaries are basically good all the time and for any deck. In fact almost too good if compared to the other legendaries I listed in this post.