well yes some are illegal, but so is speeding.
the point is to put it somewhere where it can block the laser but not be visible, and the cop will assume that his laser is experiencing some malfunction at the time, like inside one of the grilles or something like that
i had similar experience with a friend who has those on all 4 corners of his car, works like a charm, but yes, its on a pricy side.
i wouldnt even get those as i dont speed much, and my escort helps me a lot, so yea. i get my speeding and spirited driving out of the system at the autoX