The traditional way to drink it is to drip water over a sugar cube over a shot, until the sugar is dissolved. Mixture is 1:5 of water, which should produce a cloudy white-ish drink. The water is used to bring out the additional flavours of the spirit, over and above the aniseed.
The shop i'm referencing is totally legit, so it must be legal for sale. Check it out if you're ever in london, it's amazing cavern of every spirit you can think of, stack floor to ceiling with huge varieties of each.