Unfeasibly say theirs are good up to about 1920. Any from the upcoming Woodbine range aren't going to be much use for a pulp gamer. The Legion in the Great War were dressed the same as ordinary line infantry, with the exception of a few trivial details.
I guess you just go with whichever you like the look of best. For me the Unfeasibly ones are classic Beau Geste legion, and that's probably what you want for the world of Pulp. The Artizan ones are lovely figures too, mind.