I think that many people do not know how exactly HUDs work. If you think that HUD is some kind of magical software which calculates automatically equities, pot
odds and
tells you which is the good play - well think again. Such programs exist most probably but they are forbidden on every
poker site and that is how it should be.
I will give you example. Some time ago i had opened the equilab software from pokerstrategy to check some hand equities. I also had
pokerstars loby opened in background (i was not playing on any table). Immediately i got message from pokerstars client that my account is temporarily blocked and i need to check my mail. I checked and they warned me that this program can not be used while pokerstars client is open, pointed me towards the list of allowed and forbidden software and asked me to reply that i have understood the rules and will not do that again. After that they unblocked my account. So at least big poker rules have rather aggressive approach monitoring what software you are using while playing.
Now regarding the HUD. What HUD does is to display statistics for certain player based on your hand history. You can do that manually by monitoring how players play and taking notes of them. HUD just do it automatically and displays the results in real time so that you can use this additional information to take your decision. It is just a tool using information that you already have (your hand history). Just like any tool it can be useful if you know what displayed statistics mean or it can even harm your game if you have no or vague idea. Considering that there are free HUDs i do not see reason to not try using one if you want to improve your game.
If you want HUD free sites you have such like
party poker for example.