it depends on where you live as well. please try to post up where the Modifications are illegal if not in the UK
for example most induction kit are illegal in a lot of USA.
ALL modifications are illegal if your insurance company is not aware of them. as it will void your insurance, thus driving without insurance. some companies might even go get as bad as aftermarket gear knobs and pedals.
the problem with this topic is going to be the grey areas like you say.
for instance decats are not illegal yet you would struggle to pass an emissions test on the MOT. No MOT test means cars not insured. and you can be done with no MOT and no insurance
Aftermarket HID kits, replacing the bulbs with HID bulbs and ballasts, are not illegal ( but bloody well should be ) as long as they pass the beam pattern test.
OK one i will post up is the use of NON standard lighting on cars. IE blue green purple pink etc these can only be used off road. or if the light projector ( bulb tube led etc ) and its projected light cannot be seen from the road. blue neon in the footwell are fine if they cant be seen by other traffic. However along the dash is illegal and so is under the car, beam shows up on the road.