well theres actually two different kinds of no steam..
one is where they just extracted all the files from the steam cache files and you can run it anywhere.. I think this version is legal.. unless you didn't pay for it.. even then you could've bought it off the black market.. just buy the game from Sierra or Vivendi (I am currently confused about Sierra and Vivendi. Sierra published Half-life 1 and Vivendi is going to publish Half-Life 2?) and it should be legal. You do it this way if you bought the game and just don't want steam running while you play..
http://countermap.counter-strike.net/Nemesis
the other version is where they edited some files and made cs1.6 run on the 1.1.1.0 version of half-life engine and I believe this is illegal. this breaks the EULA.