For most websites, it probably is. Whether you are likely to get convicted of something, is highly unlikely. More that the people running those websites are doing the wrong thing. But they are a necessity if you want to watch a lot. There are some technically free legal ways to watch anime online, like I believe that Crunchyroll does not require a paid subscription to watch things, but you get ads that appear during the video, and I think you have to wait a week before you new shows can be seen. Other official sites, like Funimation, like may also have free aspects, but last time I checked there was some region problems from where I am in the world.
Probably the bigger thing to be careful of if you want to use illegal streaming sites, which I do in fact use for some obscure shows that are not covered by my subscription to Crunchyroll, is risk of things like viruses. So able virus protection is advised.
_________________
Through dream I travel, at lantern's call
To consume the flames of a kingdom's fall