The Legion is kind of dumb because it comes so late that if you're going to use it you're going to use it against Medieval Units.
It has 1 more combat strength than Pikemen so that's totally a viable thing to do if you're into it (better upgrade path too woohoo) but it's very silly from a thematic standpoint.
It depends on timing. If you want to use the legion, you need to forgo philosophy. Go straight to bronze working and iron working. There are a window of opportunity where the Legion will be very strong. You can basically take cities without ranged support. Pretty much unstoppable in multiplayer.