It's legal to sell them and legal to own them.. it's only illegal when you press transmit.
Mind you, I keep hearing the default bumfang frequencies in use (many of the defaults they arrive programmed with aren't legal at any power level) all over the place. I guess OFCOM aren't getting too many compliants.
Technically using a scanner is also illegal unless it's a frequency you're authorised to listen to (eg marine), but no one seems to mind airband listeners. If the RAF/USAAF don't want you to listen on they can quickly switch to secure tactical comms.
I do recommend the 125xlt from experience, it's very easy to programme using free software written by an enthusiast (Google for "Scan125"). I even managed to put together a spreadsheet to list all the frequencies that interest me and a macro to output the file that Scan125 uses to load and save to the scanner. Makes things very simple. There was a 125xlt sold on the forum not so long ago, a wanted ad might produce a decent airband scanner.