The dog sat there with his tongue hanging out. - this is correct
The dog sat there, hanging out his tongue - this sounds very odd, as though he was hanging his tongue up somewhere - like hanging out the laundry to dry!
He sat there with his legs crossed. This means he was sitting, and his legs were already crossed.
He sat there, crossing his legs. this means that while sitting there, he was crossing his legs.
Considering all things, he is nice. Nothing actually wrong with this, but it doesn't sound like natural English to me
All things Considered, he is nice - this sounds natural.