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So I used to play quite a bit of warmachine with a large cygnar army, and I loved playing them. eventually, my area stopped playing and I sold off my models. Now, I've recently moved and I am getting a box of Legion from a trade, and my question is this: overall, which one is currently doing better, and what exactly is the legion play style?

Both do fine.

Legion is a bit more glass cannon alpha strike ignore rules kind of faction. They tend to be fast and hit hard but can't take much of a hit back. You have a variety of ranged and melee options.

This is Warmachine, entire factions don't suddenly get nerfed out of the blue. You're not going to find one faction is 'better' than another, though one might fit your playstyle better.

Cygnar is a glass cannon force focused on single elite units/warjacks doing loads of damage with an unparalleled selection of mercenaries to give them extra tools; they tend to play the ranged game (but that doesn't mean they're bad at melee) and have a lot of ways of shooting you when you don't expect them to. They can put insane volume of infantry-clearing fire on the board but have a more limited selection of anti-armour tactics. The battlebox is focused on knocking things down and hitting or shooting them until they die; this isn't all that representative of how the faction in general plays (especially with Stryker's feat and Arcane Shield combining for an ARM 26 heavy, that's likely something that you'll never do again outside battle box games) but it does give you a good introduction to the level of synergy required to get the most out of Cygnar.

Legion is a fast alpha-strike force focused on powerful warbeasts and tricks that can almost totally eliminate all the limitations of your warlock. They can completely ignore terrain, cover, Stealth, and a lot of other things people use defensively so they annoy a lot of people; they're very fast and hard-hitting but not all that durable and they don't field infantry as frequently or as well as most people. They've got a lot of nonlinear assassination vectors and tricks for getting their warbeasts to targets you thought you had well-protected. They tend to rely on melee damage output but a ranged Legion force is (while limited in its selection of models) capable of putting out a lot of punishment. The battlebox is about drowning the other guy in Shredders while you get Lylyth and the Carnivean into position for an assassination; it introduces you to expendable Lessers, fast and terrifyingly powerful heavies, and the toolbox of warbeast-support that is PLylyth.

Both factions are good, both factions play differently. Both are nonlinear/annoying/I'm-going-to-play-around-your-rules sorts; Legion is faster, heavier, and less combo-intensive, Cygnar is harder to avoid, better at board control, and less predictable.

Not sure I agree with your Cygnar take. I would not label them as Glass cannon, though this is certainly an option you can take.

Cygnar's main thing is versatility. They can be fast or slow, hit hard or tank. They can be shooty, but have good melee options. I also like Cygnar because they have answers for so many things. Their biggest weakness IMO is that they have a lot of tools, but you can't possibly take all of them in one list. The second biggest weakness is that while you may be good at a lot of things, it means that you also are not the best in any given area.

Cygnar just won the Masters so it is not like they are weak by any means. http://privateerpressforums.com/showthread.php?221083-Congrats-Greg-Harrison!

Cygnar and Legion both have strong ranged games, but I feel like the biggest difference between them is their balance between jacks/beasts and infantry. In Cygnar infantry heavy is the norm, you normally see 1-2 (very good) jacks and a range of infantry (often mercs) and support solos. They can run jack heavy lists but it is fairly rare. Legion on the other hand are usually very Beast heavy - you usually see 1-2 units of infantry and 4+ beasts + and range of solos. This distribution changes the way the armies play the most.