its not illegal as far as i know. a couple of friends of mine have it and they only get pulled over when cop is being an asshole. one of them got pulled over because his underglow was blue, and he got a ticket for to much lighting of an unwanted color. but the rest of my friends have red and none of them have had any trouble with it. from what i gather they only pull u over if u got an exotic color. everyone has red around me so the cops dont mined. i would still do the underglow just make sure its done good and you have a switch on it. and when driving past a cop dont turn it off just as you pass him, either leave it on, or have it off way before he sees you. the cop that pulled over my friend with the blue underglow said the only reason he pulled him was he turned it off after he passed him.
if you do get it done be sure to post some pics