Roll or Yaw for joystick axis?

I am working on setting up my joystick controls on a Logitech extreme 3d pro. My question is whether people find being able to turn left/right or being able to roll the plane is more useful in dogfighting in WC?

Turning is the more classic use. Rolling in space does little, really. Most of the fighters will roll a little in the turn anyway.
A sim called StarShatter had a button you would use to switch left-right between yaw and roll. There were a lot of atmospheric missions and it helped to keep your head straight if you switched the axis when you got into the air.

Make sure you have the yaw axis covered, be it with an actual axis or buttons. It can be helpful sometimes.

If your stick has only two axes, use them for pitch and yaw. There is a keybinding that switches roll and yaw in WCSaga, so you can just press that when you need to roll (re-map it to whatever key you like).

If your stick has three axes, then the real question becomes whether (as is the default) yaw is on X (tilt stick left-to-right) and roll on Z (twist stick clockwise and counterclockwise), or whether you switch them. The main advantage of switching is that then the motion of the stick actually corresponds to the motion of the ship, which some find more intuitive. The main disadvantage is that most sticks give you better precision with the X axis than Z.