It's legal, but not really accepted, so it could be confiscated in the mail. However, you are unlikely to get in trouble if that should happen. Watch out where it's from, and hopefully it's from within the country, because International shipping is a lot riskier. Watch out for the site too... use your best judgement that it's legit and not a scam.
We don't really talk about sources at all here. But no, it is not illegal, but yes, it's gray-area.