I've brought my own laptop to a startup that employed me on a W-2 basis. The idea being, it's already set up with all of my dev and productivity tools, and I'm comfortable with its performance, so why spend $$ on giving someone a duplicate of what they already have (that I'm not using during business hours otherwise), if they're still willing to sign the agreement saying they give all rights to what they do for you in the workplace to the employer? (Note: it's crucial in these situations to make sure that you keep rights to your OWN stuff developed on the same hardware for non-work purposes.)
Another time, years ago, I was stuck with a 486sx PC. I had a Sun Sparcstation at home. I brought in the Sparcstation and was much, much, much more productive for two weeks, until the beancounters spied it and asked WTF? I copped to it being my personal machine, whereupon they directed me to take it home at the end of the day because it ran afoul of their insurance requirements that all in-house equipment be owned by the company. It was only months later that I realized they leased a crapload of machines from GE Leasing, and that I could have suggested, "Why don't you lease it from me for $1/month?", as a way around that if the problem REALLY was the insurance issue they described.
Still another time, I worked for a large tech company. Whilst they were a bit skittish about people's personal laptops being connected to the domain, as long as you went through the setup process to put all of their security software on your machine (and were willing to accept someone else's closed-source security software whose full functionality you could not predict), they tended to tolerate it. Eventually, they got more generous in handing out laptops.
At the same company, they have a policy of allowing personal phones to connect to the Exchange server for email and calendaring purposes. Not everyone gets a company cell phone, but since it's a company full of geeks, most employees have one of their own. Being able to catch up on your email in the morning whilst on the bus to work, and being reminded while you're out at lunch that a super-important meeting is beginning in 15 minutes and you better get yourself back to the office, are valuable things that contribute to productivity. Sure, the company may lose a bit in security by "opening up" their email server to personal devices, but multiple large and small companies I know have concluded that the tradeoff is worth it. Funny thing was, they didn't like iphone, and I THINK they might even have had an official policy against allowing iphones on their network, but since at least 20% of the technical staff at the company (a couple years ago) seemed to use iphones, I'm not sure it was enforced.
At my present employer, only high level managers and up have access to smartphone based email. Some other employees have company phones, but they're not net-access-capable. However, many employees seem to have Apple, HTC, Sony, etc. devices with smartphone functionality -- and many of them could benefit from being able to send "oops, I'll be a bit late, stuck in traffic" to the office, or check their email while out in the field, etc. So I'm currently playing change agent and talking up the benefits of allowing them access to company email from those devices.