Set legend symbol opacity with matplotlib?

I'm working on a plot with translucent 'x' markers (20% alpha). How do I make the marker appear at 100% opacity in the legend?

import matplotlib.pyplot as plt
plt.plot_date( x = xaxis, y = yaxis, marker = 'x', color=[1, 0, 0, .2], label='Data Series' )
plt.legend(loc=3, mode="expand", numpoints=1, scatterpoints=1 )

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.

Following up on cosmosis's answer, to make the "fake" lines for the legend invisible on the plot, you can use NaNs, and they will still work for generating legend entries:

import numpy as np
import matplotlib.pyplot as plt
# Plot data with alpha=0.2
plt.plot((0,1), (0,1), marker = 'x', color=[1, 0, 0, .2])
# Plot non-displayed NaN line for legend, leave alpha at default of 1.0
legend_line_1 = plt.plot( np.NaN, np.NaN, marker = 'x', color=[1, 0, 0], label='Data Series' )
plt.legend()