Without looking at every service and box in question, there is a general rule regarding legality and it's basically to use common sense.
If you watch a TV show that is available free-to-air using an alternative method, it may or may not be grey-market, but it is not generally illegal. (Of course, any TV licensing fees that may be required in the country that you reside in, should be paid as well)
When you watch a subscription service through alternative methods, but pay the official company the correct subscription fee, again, it may fall into grey-market, but it is not illegal. The official company still receives the funds they require, and this filters down to everyone else, from the company streaming the product to the actors starring in it, right down to the guy who holds the boom microphone.
If on the other hand, you circumvent a PAY-WALL, i.e. you try to access Sky Sports without paying Sky, or try to get Netflix without paying Netflix, then that is certainly illegal.
So, check the channels on offer. If you see something with Sky Sports included, but there are clearly no fees to Sky for this, then it is breaking the law.