Anyone who thinks the Legions evil is grey - is insane. Their goal might be, but their methods are completely, utterly... just drank a Nuka Quartz and everything's gone black and white type evil. IMO
I've got to tell you, I'd say the Legion is pretty morally gray. Methods and all. Yeah, they crucify people, so what? They do it to morally evil people. In fact, I've only seen them crucify powder gangers and their own men for disobedience before. Don't get me wrong, if there was a group in todays world going around like the Legion does, I'd consider them nothing but evil. But in a wasteland, it's not the same. They could be saving lives by crucifying men who would later go on to assist in butchering entire settlements. Also, the crucifition sends a message to others. Cross the Legion and that happens, sure, but as one of them will explain to you, the real lesson is that evil people will be punished. The slaves they take would be relatively safe. I haven't once seen a Legionaire physically harm any of their slaves. They make them work, yes, but seems like they keep them fed, watered, and sheltered, which is really just about all you could ask for in a wasteland.
Besides all that, Caesar really seems like winning guy.