Like slidr said, they are only illegal in DC or Virginia. all other states, radar detectors are legal. Also, I believe they are outlawed in canada as well, if you cross the border form the states, they will confiscate it at the border.
If you want a stealth install, the bigger detector companies like Escort and Whistler make in-dash radar detectors, the sensors are placed behind the grille, and in the rear bumper,and the main module is mounted in or under the dash. but kind of pointless, since they are legal in most states anyways.
They work great, I haven't gotten a ticket since I bought one. True, if they are following you, and tag you with a laser, you're pretty much screwed, since there's no actual time to respond, but if a cop is following you, I'd hope you're driving the limit anyways. If they tag someone else with the laser, or are using it roadside, infrared reflection will give you advanced notice.
Also, in most states, they still use radar, because it's cheaper and just as accurate (in illinois, they use mostly KA band stealth radar) very few states use the older X and K band radar anymore. Laser, while good, doesn't hold up as well in court, because it's extremely sensitive and must be aimed directly at the target vehicle, unlike radar, which can be pointed down the road, and will catch anyone who's speeding down it.
Some radar detectors even have safety radar systems, they will pick up info on road construction or hazard warnings. very worthy investment. If you live in a place where they are illegal, get one with stealth capability, because in those states, they use a sort-of "Radar-detector-detector" that can tell if you have a detector in the car, If you live in such a place, and just have to get one, get one with VG2 stealth to avoid this detection (and remember, if you get tagged in an anti-detector state, SLOWLY decelerate, don't slow down too fast, otherwise it's a dead giveaway to the fuzz that you have a detector on board)
Of course, many states don't even bother with radar or laser anymore. they use small planes which track you from the air, and time you relative to the other drivers. it's like that out by my Bro in Wisconsin. In that scenario, no detector can help you. and state troopers still do it the old fashioned way (they pace you, and don't use radar most of the time) so you will either need a bearcat radio scanner/detector, or keep an eye out for the cops when driving.
Radar detectors are wonderful, but are only a single tool in your arsenal. A good pair of eyes and common sense will get you more in regards to avoiding tickets.