I just looked at your frequencies on the database. If you wanted to listen to PD/Fire and EMS, you'd need 2 radios. Also I believe your police is on a Trunked System. It'd be Cheaper, and easier to just get a Digital Scanner.
But to answer your question, if it is conventional it is legal to listen to. If it's on a trunking system, and you don't have permission to be on the trunking network, they'll most likely kill your radio to boot you off the system, and then you'll have a brick. Which I guess you can say it's not illegal, but they'll just end up kicking you off the network.