I fly at least twice a week and always have my GPSr with me. Never once had a problem with security in any airport. (Louisville, Pittsburg, Buffalo, Philly, Seattle, Chicago Midway, Dallas, Houston, Atlanta, Charlotte) As you can tell, I get around quite a bit. I've even had the GPSr in Monterrey, Mexico and later this week will be taking it to Chihuahua, MX.
Airlines are another story, to be safe always ask. However as amishangel said, Southwest actually mentions it in the flight magazine as an approved device.