Anything is illegal when law explicitly quote it to be illegal. I don't think any country has law that clearly mentions mixers as illegal. However, the working of mixer is surely questionable. Why a person who earned/bought Bitcoins legally and paying correct taxes on his incomes would try to anonymous his holding? Mixer is the tool that is mostly used to anonymize gambling earnings and other shady earnings, however I am not judging.
So if you want to try mixers as a user, you can go ahead, there is hardly a chance you would be tracked back. But if you planning to start one, be prepared for contingencies as authorities will surely poke in their noses once you grow in size.