It's funny you mention this. I actually had the opposite of a problem...the TSA lady complimented me on my choice of collar stays after having them X-rayed my bag. I've never had an issue with metal detectors while in my shirt.
I tend to lose them every so often, but I can't stand the bend and flex of plastic. I like my collars to look crisp. I usually buy about one set of these (http://www.lastcall.com/p/Neiman-Marcus-Brass-Collar-Stays-Accessories/prod840116/?srccode=cii_13736960&cpncode=21-196152229-2&ecid=LCCIShopping&ncx=n&uEm=%25%25CSE%25%25 ) every year or two.
Notice that in the picture of the Neiman-Marcus stays, you can see the same problem I described regarding the Jos. A Bank stays. Some are too long to be usable (unless your collars are gangster-length). While others are too short to be usable; they won't stiffen the entire collar and also you'll have trouble extracting them from the collar.
On the other hand, KimSon makes to measure for $3 per stay.