I know many can find them frustrating, but experienced gamers and Halo veterans may come to enjoy Legendary Difficulty.
I found some Legendary Campaigns unrealistic and immersion-breaking, but thoroughly enjoyed Halo 3: ODST's Legendary Campaign. It was my favorite one (followed by Halo 3's), since enemies' shields weren't ridiculously powerful (or AS powerful) and I didn't have to be totally reliant on the Plasma Pistol EMP and Headshot combo.
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CE/CEA provide the most balanced challenge. It's difficult, but not ridiculously so like some of what Halo 2 throws at you. 3 and ODST were too easy. Reach and 4 are somewhere in the middle.