I'll do you a comparison photo between Eureka and Crusader. It'll be an Arquebusier de Grassin but they're by the same sculptor in the same range so I assume they'll give you a good indication of how Eureka and Crusader go together. Hang on...

I was surprised at how well they seem to go together. I had it in my head that the Crusader were significantly larger. They are the same height and roughly the same build. The Crusader are chunkier in some respects though. Mainly the muskets. Also the Crusader muskets are longer which could show up the differences between them if they are close to eachother on the tabletop.
EDIT: Just found a thread on TMP in which Ioannis states that the Saxons are smaller than the Arquebusiers de Grassin. So maybe they aren't quite as compatible as I've made out. As a rough guide the Saxons were sculpted to be Perry sized. I suppose I've raised more questions than I've answered here. There is a discussion on their size and compatibility in this thread on TMP and I think the gist is they work OK with eachother in their own units:
http://theminiaturespage.com/boards/msg.mv?id=114085I suppose the question really is what would you class as compatible? I'm usually quite happy to have a wide range of sizes within a scale so long as the figures are in units of their own kind.