ntl news servers are crap unless you are on the ball 24/7 (retention of articles) and even then their coverage is even crappy. Speeds are top notch though.
Good news servers - Giganews, Usenetserver, 100proofnews, newshosting.
If you are going to use newzbin and use nzbs to get your files use
grabit - you don't really need anything else. In this day and age, who needs to wait and sift through headers when you have indexing sites? Nothing much else to it really. About legal issues, I've never heard of anybody who has been prosecuted for downloading warez off usenet, no need to worry over it.