I seem to recall hearing about a detector that picks up the signal from whatever band cops use on their radios and beeps when it picks up a signal. How it distinguishes a cop's walkie talkie from other signals I don't know.
Radar detectors are legal in most states, but it seems the way things are going soon you'll want LIDAR detection as well. Cheapos can be had for $50, if you're gonna get one though, I'd get a good ($300) one. Or just not speed.