I think legendary orange flames are better than blue because everybody has the blue flames
Well, the orange flames are just proof that you bought the Legendary bundle, right? I can hardly recall - I do remember the pre-order bonus Recon helmet being handed out like peppermints for a couple WEEKS after the game went on sale.
Anybody could have gotten the blue flames, at least before Bungie handed over the keys. So, slightly better: orange.
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Blue flames out of respect for Bungie… Burn Bright, Burn Blue…
Blue helmets. They show your loyalty to Bungie!