is it legal to create a list on other people's sites IF they give permission?

If the website owner allows it then you are good to go. I don't see how that could be illegal

It is fine . You are renting that part of the website from them and you are breaking no spam laws.

The whole idea of an opt-in form on Your site is to allow someone to establish a relationship with You. Collecting emails from other sites could get complicated, what if you could you buy opt-in form space on sites just like banners, the person could be made to believe that they are signing up to the site they are viewing, would that be violating the intent of the Can-Spam law.

It would be interesting to see if the Aweber forms work anywhere, of course you can just stick your site in a CPV window for a low impression cost.

This slow loading Aweber page may addres a useful approach for making opt-in forms available in different places:
Grow Your List With Hosted Web Forms

I didn't find dead-on legal references to the issue, but this one Aweber statement touches the area:

Co-registration (Definition)

A process of collecting subscribers by co-advertising along with another person or company collecting opt-in subscribers. When the subscriber opts-in to receive their information they are given the choice to subscribe to your information as well. Co-registration services are not an approved method of generating new opt-in subscribers.