The best shaman deck (Murloc Shaman) doesn't run any of the legendaries you mentioned.
It does run both Hagathas and Shudderwock though, for your shaman legendaries. Some builds even include Scargil.
I've seen some control shaman lists and most of them only run Zentimo, out of the three cards you mentioned. Control shaman's problem is that control warrior does nearly everything better. The only upside that control shaman has over control warrior is that it can consistently pull double Elysiana, which isn't really that relevant anymore, and that it has a better matchup against mech based decks. Problem is that mech based decks are dropping in popularity. Midrange hunter seems stronger in the current meta than bomb hunter, and mech paladin has long been overshadowed by other decks.
So yeah... If you want a good shaman deck, go with the murlocs.