While I agree that most of them don't think of leaving a legacy in the same terms you or I do, I think many of these killers are so egocentric they certainly intend to make their mark and go out in twisted "blaze of glory."
Klebold and Harris wrote specifically about making an impression and outdoing Mcveigh's body count. Cho (VA Tech) made sure that his videotape to ABC and NBC was in the mail before he set out. Anders Breivik repeatedly asked his interrogators if he had broken any records for body count.
Certainly these people are all mentally ill and I would wager that they all have their own unique reasons, but I think in many cases, they have the intent of making sure others know they are somebody *important*. There are many other examples in those caseswhere we have at least some insight to motive that these people were driven by the impression they were trying to make. Their agression and violence are simply a means to that end.