I don't know that the iPOD nano clones are illegal to import but the better question is why would you want to (they are usually such poor products). I suppose that US customs might flag a shipment of iPOD nano clones (based on copywright or patent infringement) if you ordered more than a few - this is hard to say. I had a shipment of just 3 (non iPOD clone) mp4 player samples that I ordered direct from Newman/Newsmy held up in customs just because Newsmy didn't file the correct FCC documents with the shipment. I wouldn't expect most no name manufacturers of iPOD nano clones to FCC certify their products - but hey, I could be wrong.
Now if you are afraid of any kind of copywright infringement - that is hard to say as well. If the product has the Apple logo (or logo tyring to look like) you might get caught by customs immediately. It depends on how much Apple is trying to crack down on this stuff and how busy US customs is (or how proactive US customs is)
As for the CECT phones - same thing applies as above. Are these CECT phones FCC certified - this is especially important as cell phones are classified as "intentional radiators". I do recall the issue of the HiPhone dealer in Europe being fined/busted: http://www.engadget.com/2008/05/11/apple-finally-settings-its-legal-sights-on-the-hiphone/
Most of the people selling this kind of stuff are selling their wares out of China or Honk Kong - keep that in mind.