I just got Climax 3 days ago, and I prefer GP Legend. For everything Climax does better than GPL it does something worse. Climax comes off to me as an attempt to make a 2D F-Zero game that plays like a 3D F-Zero game. It didn't do this very well, in my opinion. Although the racing graphics are pretty, the user interface looks like crap. It's the ugliest I've ever seen in a racing game. There are too many tracks, but they're even worse than GPL. In GPL there are only 2 versions of each track. In Climax there's 3 versions of each track. So, really, there's only 15 "new" tracks in Climax, the rest are redundant.
One of the things that might be good or bad, depending on your opinion, is the standardization of goals. In GPL some goals had airgoal objects, others didn't. This made some shortcuts annoying, but also created copernicuts and the Lightning Volute Two glitch/technique. In Climax all goals have airgoal objects. It's nice that it's consistant this time, but it's copernicut city. I've even been able to pull off Lightning Volute Two Technique on tracks created in the course editor, and it appears there's nothing to stop LVTT from being used on all the airgoals in the game.