Set legend symbol opacity with matplotlib?

UPDATED:
There is an easier way! First, assign your legend to a variable when you create it:

leg = plt.legend()

Then:

for lh in leg.legendHandles: 
    lh.set_alpha(1)

OR if the above doesn’t work (you may be using an older version of matplotlib):

for lh in leg.legendHandles: 
    lh._legmarker.set_alpha(1)

to make your markers opaque for a plt.plot or a plt.scatter, respectively.

Note that using simply lh.set_alpha(1) on a plt.plot will make the lines in your legend opaque rather than the markers. You should be able to adapt these two possibilities for the other plot types.

Sources:
Synthesized from some good advice by DrV about marker sizes. Update was inspired by useful comment from Owen.