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Creating legends for plots with multiple lines?

I must say I have seen a couple of similar questions but they were not addressing my specific problem.

Level one: I'm trying to combine two plots, a ListPlot of "data" say, and a plot of the "theory". Level two: the ListPlot has a legend so I should use ShowLegend[data,theory,....], ok fine. The problem now comes at level three: quite obviously the ListPlot ("data") has markers (disks, boxes, and diamonds which are the Automatic ones). How can I reproduce those exact markers with the ShowLegend directive?

István Zachar's answer to this question explicitly mentions that producing a legend for a plot with markers is more complex.

Any suggestions?

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    $\begingroup$ If possible, you should always include a small example which everyone can try to see your problem. $\endgroup$ – halirutan Oct 17 '12 at 2:10
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    $\begingroup$ Please see this question, where your questions have been addressed. First off, PlotLegends is a terrible package and using it will only result in untold misery and headache. Jens has developed an excellent legending system, which you can get from the linked question. It also handles cases with markers easily. Please give that a try. $\endgroup$ – rm -rf Oct 17 '12 at 5:46

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