There was a police bulletin posted about 8 months ago, perhaps on a different forum, which said cops would be on the lookout for cars with apillar guages, as a sign the car had been modified. It's not the guages that are illegal, it's what they're usually there for (illegal engine modifications) - the presence of such guages was said, in the bulletin, to be grounds for checking your engine to ensure it had not been so modified.
Personally, if I were looking to install guages in an nsx, I would look at mounting them in the console, using the cluster gruppe m guage for boost, or possibly mounting them in a nav pod - pillar guages are a bit too 'look at me' for my taste.