The Rocks Off toys do come out if you don't hold them in.
To draw together your posts: The sensations are different. Vibrations have the advantage of not requiring any work on your part, but they aren't as strong of a sensation as some of the other toys. The Aneros-type toys are small, targeted movements, whereas the dildos and toys such as the Nexus Gyro are more of the sledgehammer approach - strong stimulation to almost everything down there.