It is illegal, under I think S226 in the highway code, and people have been issued with a fixed penalty for it. Depends on how much you wind up the copper that stops you...
IMO, it just looks stupid, and don't get me started on people who insist on whacking on the rear ones at the slightest hint of rain or fog. The rules are that they should be used when visibility is 100m or less, and turned off when it clears..
Mike
Edit; found it
Rule 226
You MUST use headlights when visibility is seriously reduced, generally when you cannot see for more than 100 metres (328 feet). You may also use front or rear fog lights but you MUST switch them off when visibility improves (see Rule 236).
and
Rule 236
You MUST NOT use front or rear fog lights unless visibility is seriously reduced (see Rule 226) as they dazzle other road users and can obscure your brake lights. You MUST switch them off when visibility improves.