You can buy wow gold because gold makes gameplay much easier and funnier. With a little real money, you have the gold in your pocket, and you can buy anything you want in-game. There is no law about RMT so far, so it is not against the law but only violated the game rules. So you can not say to all sites that sell wow gold is illegal.
Remember to choose a site that has the professional team to farm gold by themselves, a high reputation, and professional reps.