well....it's kinda the same as the F&F setups....
there are a ton of different NOS systems available. Direct Port, Indirect port, wet, dry, fuel stabilized, fuel mixed, full blown NOS + alcohol....
it all depends how much you want to spend
As for legality, there is no law
that I know of in the US that say's that using NOS is "illegal" however you won't pass emissions testing with it turned on. You also don't want to run it all the time as it'll cost a fortune, and it'll eventually melt your rings & valves.
If you are smart, NOS can be VERY potent for a very affordable amount of money. a "safe" 100HP can be achieved for less than $1000, which as far as I know beats any forced induction setup.
Venom makes a great kit, so does NOS, so does Zex, and the Nitrous Wizard Kits from the UK have made there way into 2 of my cars.
What engine do you want to bolt it onto? that'll give us a little more direction to start recommending setups.
Oh, and don't read into all the UK stuff....nitrous wizards make good stuff, but for some of the american iron setups, you can do just as well with less expensive kits.