I didnt understand what was so special about his story. All I can remember is that he ruled CT and the people forgot about him. And that he had a horse Pokemon which he was riding on..
It's not a very high bar, but its the best by default. No other legendary pokemon really had much lore behind them other than a few throwaway lines like 'This is X, they're the master of Y element; they did this and that in the past!' and then its just the Evil team trying to take advantage.
Calyrex was the first that you learned lore about continuously for a good while. What he did in the past, how he lost power, how he appeared to the people; his feats (stopping a rampaging horse), seeing his power in action (insta-fertilizing soil and growing an extinct plant instantly) and actually getting a good view on HOW he would become king (thats a pretty amazing, king-worthy ability right there).
No other legend really had that kind of lore build in-game. Giratina is probably the closest in Platinum (followed maybe by Arceus when you watched him literally create a legend for you) but that's about it.
So yeah, technically speaking, Calyrex has the best story by default.
As for Mewtwo....whether you can truly count his backstory is arguable. The most of his backstory was done through Anime & Manga. The game itself had a couple of journals in the Mansion on Cinnabar and most people didn't even see those, let alone read them. Then you find him in the cave on the rumor of a 'powerful pokemon'. So, unless you're counting movie lore, his story is pretty minimal too.