Chef,
I'm sure a government can do whatever they want, such as outlaw possession of marijuana, however to my knowledge there is no state which outlaws the purchase and ownership of a radar detector in the US. The states that do make it illegal, however use these devices which actually detect your detector. The common brand is spectre, and they just released the version 4. There are certain radar detectors that are designed specifically for stealth, such as Bel Sti Driver and can prevent these detector detectors from detecting your detector
. Also, there are several ways to hook up your detector in your vehicle so that it is hiding which many people opt to do.
As far as gps goes, I'm not sure how they get a database for speed traps since that seems like something a officer uses at his own discretion (maybe people reporting these sites)? Either way, you could always manually mark a location that you think needs attention so you will be notified as you approach it next time. I do believe that there is a public database which reveals locations where red light cameras and speed cameras are. This is pre programmed into the detector and for a subscription fee ($10 for 1 year with escort) you can have access to their server which updates regularly for the newly added locations.
Shnellman is correct. Detectors are illegal in Washington DC and Virginia. There are other states which don't allow any devices on your windshield as they "obstruct your vision." These are not limited to radar detectors but other devices such as gps, notepad, or anything else. The states which currently enforce this law are Minnesota, California, and New York.