I had a "Giga Pet", which from what I remember was an americanized Tamagotchi, or perhaps just one with animals instead of monster things. I got in confiscated even though I only had it on the playground. The teacher had to go through my backpack to get it. I got it back at the end of the school year.
I routinely brought my gameboy to school. My school was a local sports powerhouse, so ANY sporting event practically meant than anyone not involved in sports had the day off, or at least 90% of the day was now a study hall. Teachers didn't really care as long as I kept the sound off.
I brought my SP for the ride to New York (Senior trip), everyone thought I was playing pokemon and gave me shit for it, and my gaming friends were pissed off that I didn't bring pokemon when they heard I had been playing it.
Apart from the Giga Pet, I never got in trouble for having any of them. I got in more trouble for bringing in a CD Player and listening to that before school, since my bus driver got us there like an hour before classes started