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also, wait for Rome to be distracted in some other wars and strike mercilessly, offese is the best defense against a stronger foe that you know for sure will come for you.
strategically placed forts can also help slowing them down while you take their less defended provinces.
when they'll split their armies to reply to all what you do, that's the moment to strike their troops
or you can try an alliance and then keeping them happy with you, you'll have a very strong pal then
The single capital legion you can get fairly early, and if you build a LOT of cities on your capital you can raise so many troops with that single region that you probably will have a hard time paying for them alone for a long time, so you don't "have" to rush the other research.
In fact you can probably go against the biggest nations just fine with a single legion split into 4 armies+mercenaries if you want to.
Economy, however, makes a huge difference, you need it to pay for your armies, whether they are legions or mercenaries, also happiness buffs help a lot if you're planning on going nutts above 100 aggressive expansion.
And of course integration buffs, it's pointless to attempt to raise legions in other regions if they aren't assimilated or integrated.
Why? You will have to pay them this is clear. But when you rise the levies you also have to "pay" them, as long they are in the army you will not get any tax from them but also no research points.
The next, you always have to rise all levies, for some wars this is useless.
Losing levies means also loosing pops.
Legion - you have to pay them, you still get taxes from their homeland, no research lost. If they die you don't lose any pops.
You can choose what kind of troops you would like to have not like the levies -> big PLUS
You can train them to get less damage in battle + more military tradition points = more tradition = more buffs for you choosen kind of trops.
Legions can build roads, if they don't train = trade bonus + assimilation bonus.
imo however is not worth to beeline for them neglecting the all more important economy.
so legions yes, EARLY legions (beside the first) no
EDIT: Actually, while I'm here, any advice on how many engineers and supply trains a legion should have?
The heavy infantry ones eat a lot faster
Elephants run out in months.
I'm leaning towards 2-ish per legion, 0 pure cavalry (never siege with them)
Haven't seen any difference when I added more than 1 engineer.
If you have low mil ruler. he will be leading your largest levvies, ie home region.
If you have 2 mil leader against 8 mil leader you will often lose, even if outnumbering the enemy.
If you can up the levies in non leader region, it allows you to choose the military level for the governor and greatly increase the fighting ability of army.
You can also use levies to greatly increase military experience for sweet traditions.
I dont really use legions until I have maybe 20-30 gold income per month, and even then look at merc leader stats because 10k mercs with 12 mil leader will kick ass.
no mercenaries, allies or client states to help? ;)