Been doing it for more than a year with no problems at all. I can't hook up any external devices to my work computer or my work network. That means no flash drives for my tunes or data. I can, however, use nearby free wireless from the library to access the Internet via my laptop, and have access to all I need. LogMeIn and other proxy services are banned. SSH and TOR Tunneling are banned and restricted by firewall policies, and if you try to circumvent those rules on your office computer, they have been known to terminate you.

Almost everyone brings in personal laptops where I'm at. My MacBook has encountered zero problems from being lugged the entire way to and from downtown almost 250 times last year.