I am from a country where crypto currencies are strongly legalized. I know about the hardware wallet security it's best for the long-term bitcoin holder. Now is there anyway to import a hardware wallet to any country where crypto currencies are illegal ?
And one more things I wanna know that how can I chose a best budget friendly hardware wallet?
I would recommend you to go for a cold software based wallet instead of a hardware wallet because the software cold wallets are also very safe and one can use those without any issue. As far your cold wallet is not connected to internet your security is far higher than those hardware wallets, and in a country where Bitcoin is banned one should opt for software based wallet instead of hardware wallet.
I suggest you to go with Electrum if you made your mind to go with a cold software wallet because this wallet is open-source, and is currently the best wallet most of the investors use. I'm quite sure that most Bitcoiners who use Electrum are very sure that this is the safest option when it's used as a cold wallet. I highly recommend you to go with this wallet instead of looking for a hardware wallet, and yes, you should still be careful because there can be legal problems for a citizen if he/she is doing something that's banned in a country. Do it at your own risk my friend!
If you still want to go with a hardware wallet then try to build your own instead, and for that you can find many tutorials online which teach you that how you can built such a wallet yourself. I would recommend you to watch this video whose link I will post below because I think this video can be very helpful for you.
https://www.youtube.com/watch?v=PeqP6oVnlIsYou can also use the Airgap Wallet mobile app with a phone that you don't use anymore. Preferably an Android phone, which allows you to switch off the networking functionality permanently, across reboots. Nobody is going to suspect an old phone being used a hardware wallet, at least not anyone you'd normally find at an airport.
Maybe receiving packaged shipping could also work, as long as the post office doesn't open your packages.