Just be careful in some states. VA for one will give you another ticket on top of your speeding ticket if you have one. They used to take them from you. At least that is what it was when my parents had a store on the KY/TN/VA border.
here in iowa if they see a radar detector it wipes out any possibility of a warning, this is no big deal if you have a bitter old cop who doesn't believe in warnings, but when a nice guy says "well i was going to give you a warning but...", it just makes you hate yourself for buying the thing