How can I change the font size using seaborn FacetGrid?

You can scale up the fonts in your call to sns.set().

import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns
x = np.random.normal(size=37)
y = np.random.lognormal(size=37)

# defaults
sns.set()
fig, ax = plt.subplots()
ax.plot(x, y, marker='s', linestyle='none', label='small')
ax.legend(loc='upper left', bbox_to_anchor=(0, 1.1))

sns.set(font_scale=5)  # crazy big
fig, ax = plt.subplots()
ax.plot(x, y, marker='s', linestyle='none', label='big')
ax.legend(loc='upper left', bbox_to_anchor=(0, 1.3))

The FacetGrid plot does produce pretty small labels. While @paul-h has described the use of sns.set as a way to the change the font scaling, it may not be the optimal solution since it will change the font_scale setting for all plots.

You could use the seaborn.plotting_context to change the settings for just the current plot:

with sns.plotting_context(font_scale=1.5):
    sns.factorplot(x, y ...)

I've made small modifications to @paul-H code, such that you can set the font size for the x/y axes and legend independently. Hope it helps:

import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns
x = np.random.normal(size=37)
y = np.random.lognormal(size=37)

# defaults                                                                                                         
sns.set()
fig, ax = plt.subplots()
ax.plot(x, y, marker='s', linestyle='none', label='small')
ax.legend(loc='upper left', fontsize=20,bbox_to_anchor=(0, 1.1))
ax.set_xlabel('X_axi',fontsize=20);
ax.set_ylabel('Y_axis',fontsize=20);

plt.show()

This is the output:

For the legend, you can use this

plt.setp(g._legend.get_title(), fontsize=20)

Where g is your facetgrid object returned after you call the function making it.