Pretty sure it's how you use them that defines the legality. They INTENDED for running 'homebrew' stuff on, which isn't outright illegal. However, quite a lot of people use them to run pirated roms, which is at best unlawful. I know of a place in Canada that sells them and ships to the UK, but have heard that customs will often confiscate them if they find them due to the very gray nature of them.
Ade