I've taken the Lelo Mia through security in my carry-on. I just left it in the same clear bag with my laptop accessories and let it go through. I doubt anyone noticed it.
If I really needed to take my more obvious toys, like silicone dildos with balls, with me, I'd still take them in carry-on, for fear of them being stolen or tampered with. I don't really care if some anonymous person in an airport knows I like sex.