No problems bringing stuff in but just so you know if you buy one of those penis flutes they sell down there DON'T put it in your carry on when you leave
In the airport queue to check in heading home last week from Temptation, my luggage started buzzing, had to put my hand into case and discreetly turn off my strap on lol. Didn't want them to take that out and wave it about...
As others have said...they've seen literally everything. Leave the batteries out, put in checked baggage and you won't have any problems. As an amusing anecdote when we went to TTR last April we brought a bunch of toys...some of them a bit uncommon. No problems at all in MSP on the way out, no red light in Cancun, and no problems in Cancun heading home. Interestingly enough for a completely different reason we got the full search coming back in at Minneapolis on the way home....got far more questioning looks at my excess tea-bags in foil pouches than the toys. He later explained a current drug running tactic is to use foil tea-bag pouches...and here I thought I was being thrifty bringing back my extras. He never even looked twice at any of toys...or even asked about the less-common ones were despite the full search routine.
They have inflatable ones too as an option ,,, or you can always just tape a strap-on to the bench or chair in the room .
Pack them in your checked luggage. I flipped the batteries around so they wouldn't turn on. We didn't have an issue. Airport security has seen it all before.