I guess I'm in the minority here. I never brought anything to school from home, not even in preschool, due to the risk of bullies taking it away from me. (There was an incident, where I brought a small toy, and some bullies grabbed it from me and threw it behind a bookcase; I didn't get it back until hours later.) So I learned a lesson very early in life: don't bring anything to school that I can't afford to lose forever. I know that things from home make some kids feel safe at school, but I felt a lot safer knowing that my things are at home behind a locked door, rather than within a bully's reach.
One time when there was a show-and-tell about things that make you feel safe, I brought a cheap flashlight that my parents got from a dollar store just for that purpose. Other kids brought their favorite stuffed animals, dolls, storybooks, trinkets, etc., although one or two kids had flashlights too (nicer-looking than mine). Later that day, someone took the flashlight from me, but I reacted only a little bit; he ended up giving it back when the teacher saw him carrying it. Luckily, there weren't many show and tells at my preschool.