Here's a list of Legionnaires and Legion related characters who didn't appear in the double-page spread, or the series as a whole.

Adult Legion
Allegra
Anti-Lad
Amethyst Mysa
Aphid Girl
Argent
Avatar
Batman
Beetle Boy
Behemoth
Biron the Bowman
Blockade Boy II
Bloodclaw
Bluejay
Bounty-Possessed Dawny
Brainiac 417
Bruce Timm Legion
Cartoon Legion
Castles in the Air Legionnaires
Celeste Rockfish
Chameleon, The
Chec
Command Kid
Cosmicbot
DE Wildfire (As in Dead Earth)
Dark Knight Strikes Again Saturn Girl
Darkstar Celeste
Dav
Dawnstar (Mike Grell)
Dreamer, The
Dynamo Boy
Echo-Chamber Chet
Energax
Energy Boy
Erg
FYL Chuck, Lu, Imra, Garth, Rokk, Jo, Ayla, Cham, Dirk, Tenzil, Brek, Blok, Tasmia, Lydda, Jacques, Troy, Drura, Projectra, Gim, Nura, Thom
Faucet Girl
Five
Floating Fish Legionnaires
Garridan Ranzz
Gazelle
Generations Legion
Golden Age Legion
Gossamer
Graft
Implicate Girl
Insulation Lad
Ivy
Jewel
Kid Legionnaires
Kinetix (Tattoo enhanced)
Kinetix (Floating hair)
Kinetix (Short hair)
Kingdom Come Legionnaires
Krypton Girl
Lamprey
Lady Mysa
Legion of Substitute Heroes
Legions Seen in #105
Light Lass
Linda Danvers
Lodestone
Logjam of Heroes
Long Road Home Legionnaires
Lori Morning
Luthor V
Lynk
Magic Wars Legionnaires
Magno
Magno-Boy
Mandalla
Matrix
Membrain
Mentalla
Metallica
Metrox
Milestone-Amalgamated Legionnaires
Monelves
Monica Sade
Mordruverse Ferro
Mordruverse Mysa
Mxyzptlk V
NRG
Nervosa
Night Girl-Earth Prime
Ocean Girl (Green skinned applicant with sea-like appearance)
Outsiders
Peach Skinned White Witch
Pete Ross
Phase
Polestar
Policy Pam
Pulse
Quantum Queen
Questar
Rond Vidar (White Outfit)
Rush
SUBS
SW6 Bouncy, Dreamer, Leviathan, Star Boy
Scales
Shadow Lass (Steve Lightle)
Shadow Woman
Shape
Shift
Silver Sword
Silverwing
Sizzle
Smallville Legion
Spaceopoly Lad
Spider Girl
Spunge
Storm Boy
Stiletta
Styx
Sugyn
Superboy's Legion
Superman Red/Superman Blue
Theena
Tiger Rose
Timber Wolf (Miniseries)
Timber Wolf (Steve Lightle)
Titan Girl
Triad III
Triplicate
Turtle
TV Superboy's "Legion"
Ultra-Man
Umbra, The
Vara
Violet (Steve Lightle)
Virus
Wave
Weirdo Legionnaire
Westerner
Wildfire (Energy Body)
Wildflame
Xera
Xolnar Military Cadets
Yera as Shrinking Violet
1950s Legionnaires

The point of this list? If you ever want Geroge Perez, Geoff Johns, or any of the ones who worked on Lo3W to put do a sketch or commission, even in your collected edition, and you want to choose a character who wasn't included, look no further for a list to choose from!

(And if I missed anyone, let me know)