Dildo-wise, I've used Leo (Vixen), 02 Revolution (Tantus), Crystal Cote (Cal Exotics), Jellyfish (Whipspider) and I've not any major problems. (You might notice these all have a suction cup or are o-ring compatible.) I'm not going to lie and say they've /never/ come out, but usually only once per session and only when I'm changing position, not thrusting (with one exception.)
As for vibrators I've used the G4 Tiger and Ina (Lelo). Not nearly as satisfying and much more likely to slip out. Maybe if you had some sort of super-long vibrator you could stick well into the pocket you might have better success.
I would love if anyone has any advice for what to put in the clitoral pockets. Both a bullet and Mystic Wand have left much to be desired.