We used our infant seat in the US. While I get that it's illegal, I think the biggest issue would be if in an accident, insurance wouldn't pay. But I figured the seats are safe, regardless.
When my daughter moved up to a toddler seat, my parents picked up a cheap seat from Walmart for us to use there. The toddler seat we have is MASSIVE and extremely expensive. I wouldn't take it on a plane! And we've been really impressed with the Walmart seat. Comfy, rear or forward facing, secure, and was $40.
Also we have installed chest clips on our UK car seats as my daughter will pull her arms out otherwise, so technically we're illegal here as well. But I'd rather be illegal and strapped in than legal and flailing about!!
Do what's right for you and your family. You'll know if you are making the right choices or not.