I haven't touched Legendary Difficulty at all yet myself. Not really looking forward to it simply because it sounds like a great way to increase tedium rather than difficulty.
I normally sit on Expert, but, in addition, use a few mods to alter enemy difficulty/AI, such as ASIS , Deadly Dragons, and High Level Enemies. So far, it feels like a good setup, as I can explore all the perk trees as much as I want, and still have enemies who can kick me in the face, but not just because it takes a billion years to kill them.