Using mixers isn't illegal in most countries, so long as you are not participating in any illicit activities. Unless, of course your mixer is listed as being compliant with money laundering, that is a whole other story.

Unfortunately, not all government works the same. There are certain cases where government can seize your funds if you were to use a mixer and/or the origins of your coins are tainted already. Familiarize your local laws and your rights, do your own research when it comes to legal advice.