Is it illegal to not have health insurance?

It is not illegal to go without health insurance in the United states, other countries may have different laws.

In the USA, it will soon be required to hold health insurance or pay a tax.

The tax will start out as a minimum of $95 in 2014. It will raise to $695 minimum bu 2016, but the tax for a family can not raise beyond 3 times that of the single person tax, no matter how many in the family.

In 2017 the tax will rise each year in order to be equal to inflation.

There will be exemptions and tax breaks depending on income, whether or not you can afford the plans offered by your employer, etc. As well as insurance plans scaled to income in order to attempt to make insurance affordable to all, making the tax avoidable.