Check with your country/state. They're legal in most states in the US, but not all. I'm not sure about foreign policies about them.
They work to a certain extent, depending on the quality of the detector. If you buy a $15 detector down at the Walmart, I'm not sure if it'll work as well as you'll need. You'll probably need to spend upside of $60 and upto several hundred to find a good one.
The problem though, is that some officers are switching from standard radar guns to laser guns. The problem with laser is that they are undetectable until they actually shoot your car with it. Its like they are sending out one single electron each time they press the trigger, and even the best detectors won't pick it up until its too late while radar produces a continual signal (most do). The catch is that the laser guns are more expensive than standard radar, so if your police force in underfunded or does not have a surplus of money laying around to pay for much more expensive laser guns, your city probably won't see it.
For the record, they are perfectly legal here Florida.