Maria - there is a link above that gives the breakdown of the enhancements to the Legion series.
Tex - tough question. I would probably steer most people to the compact version to take advantage of the rotating barrel design which reduces felt recoil and should help you stay on target better. That said I have a real soft spot for the subcompact model. I have owned tie for a long time and it is a very easy carry option for me.
That said, I am a bigger guy (6'6" 235 lbs) so carrying a more bulky gun is not an issue for me either at the appendix or lower back positions that I prefer. The short nose of the subcompact makes carrying it at the appendix position very comfortable. Also, I have the X-grip for it and can use 13,15 or 17 round magazines which makes it a really versatile carry pistol. This may be possible with the compact version but I have not had it long enough to make any changes.
Trigger pull is, of course, better on the Sig. However, I have no complaints about either of the Storms triggers. I will be installing the lighter pull D spring this weekend to see if I like that better. I also purchased the "stealth" safety levers from Beretta and will do the "G" conversion to each as well.
There are a lot of options with the PX4 line, stealth levers, 3 different thumb release sizes, blackstrap options that make it work for just about any shooter type. I did add Trijicon night sights to my subcompact, but the stock sights are not bad.
Here is the deal as I see it; while I love and will always have my Sig's, the PX4's are a nice secondary option. For the money (Compact can be had just about anywhere for $525-$550 - and the other versions - full size and subcompact are about the same price) the PX4 is a stellar buy. I could easily see someone having one of each size for HD, CCW and backup. Face it, for the price of one Sig I can have two PX4's.
All in all, if you consider a gun "platform" where all models operate in the same fashion this is a really affordable and highly underrated gun.