I trap constantly. As a matter of fact, I caught 3 coons before my coop was even finished.
A leghold set was used for the Gray Fox. They are very difficult to get in a live trap, although it can be done.
If that's all you have, and you want to catch Mr. Sly, you have to "brush in" the trap. The trap has to have an opening bigger than the one's sold for coons, even though they can easily fit in those. The bottom of the trap must be covered with leaves etc. so they do not feel the wire under their feet.
Legholds in a nice, natural "funnel set" will catch a fox faster than a live trap.
The coon was caught in a live trap. No challenge there.