I was a legacy and pledged where I was a leg at. During my undergrad there were times where I
did feel like the only reason I got in the chapter was because I was a legacy but that had more to do with a few members as opposed to the entire chapter. And what really helped me with that was the reminder that while I was only and undergrad for four years, I'm a Kappa for life!
You are under no obligation to reveal where you are a legacy at if you are asked during recruitment. If you want to say, a response such as
FSUZeta suggested is perfect. Stress that you're keeping an open mind and are looking for which chapter will fit you best.
Good luck!