I'm sorry to rain on your parade but ESRI's attitudes towards the importance of map legends really leaves something to be desired.
For instance, in using ArcView 9.3.1 I have found that I have to go to a 3rd party extension in order to control the contents of the legend and limit the legend to those items that actually appear in the layout. This extension has been around for 10 years and still has not be incorporated as core functionality.
Now I find that the ArcGIS Explorer Desktop doesn't even print a legend. This was a tool for which I had high hopes. I was going to use it as a support tool for my front desk staff. Now, I'm not sure this is a good idea. If a customer can't even get a printout of a map with a legend then the tool is not optimal.
Remember the basics and always, always, do them well.
--Joe