I, too, was disappointed by the difficulty of getting PlotLegend to work correctly. I wrote my own brief function to make my own custom figure legends:
makePlotLegend[names_, markers_, origin_, markerSize_, fontSize_, font_] :=
Join @@ Table[{
Text[
Style[names[[i]], FontSize -> fontSize, font],
Offset[
{1.5*markerSize, -(i - 0.5) * Max[markerSize,fontSize] * 1.25},
Scaled[origin]
],
{-1, 0}
],
Inset[
Show[markers[[i]], ImageSize -> markerSize],
Offset[
{0.5*markerSize, -(i - 0.5) * Max[markerSize,fontSize] * 1.25},
Scaled[origin]
],
{0, 0},
Background -> Directive[Opacity[0], White]
]
},
{i, 1, Length[names]}
];
It is flexible, but not so easy to use. "names" is a list of strings to render in the legend; "markers" is a list with the same length as "names" of Graphics objects representing the plot markers or graphics to render; "origin" is a two-element list with the absolute horizontal and vertical position of the upper-left corner of the legend; "markerSize" is the number of points to scale the markers to; "fontSize" is the font size; "font" is the name of the font to use. Here is an example:
Plot[{x, x^2}, {x, 0, 2}, PlotStyle -> {Blue, Red},
Epilog -> makePlotLegend[
{x, x^2},
(Graphics[{#, Line[{{-1, 0}, {1, 0}}]}]) & /@ {Blue, Red},
{0.9, 0.3},
12,
12,
"Arial"
]
]