Howdy Pard!
In general, any public land is open to metal detecting. That means school yards, playgrounds, parks, easements, city property (because you are a tax paying citizen enaged in a lawful activity).
But Federal and State lands can be real iffy. The best course, as is usually true, is to secure permission if you are unsure about their status. Simply going to the office of the U.S.Forest Service and get you plenty of information about metal detecting, where you can or cannot, and whether you might get a permit to allow you to hunt those locations. The same goes for State Parks. Every state in the union has a central office that oversees all state parks in that state. By making contact with them, they can give you all the info you need. Some state parks may require a permit. Others have no restrictions. Some will have restrictions in some areas but okay for others in the same park. BLM land is a good place to check too. BLM land is often open to mining, but you must be careful not to set foot on somebody's claim. Doing so can not only get your detector confiscated, it can get you shot! BLM can give you maps that show established claims, and you can avoid trouble by not going onto those. Others areas are open to prospecting, and if you find something with your metal detector, you can file a claim and pay the money to harvest gold or other valuable minerals or gemstones there.
I've been hunting for 3 and 1/2 years. Never had a problem, and nobody ever suggested they'd take my gear. I've met up with police officers, and never been told I couldn't hunt public property. That being said, there are jurisdictions, such as Douglas County, that do not permit any metal detecting at all without a permit. And they generally don't give permits. There is a city here called WheatRidge that supposedly will confiscate your gear if they find you detecting in their parks. However, a call to their parks department can get you a permit. If you are carrying a permit, they really can't confiscate your machine because you got permission.
Don't let fear guide your enjoyment of this hobby. There are plenty of opportunities that you can enjoy without fretting about somebody taking your gear. Rest stops are great, highway shoulder areas, picnic or roadside tables are terrific, easements in town are great.
If you become a member of your local metal detecting club, you'll not only learn where good spots to hunt are, but also receive information from other members about places to avoid. Even your local dealers should be able to tell you where to hunt, and where to avoid.
Natrually, any private land where you can get permission is beyond the problem entirely. Nobody can mess with you when you are on private land where you have gotten the land owner's permission to hunt. But I always like to get it in writing. There are permission slips you can download from various sites or you can create your own. Just ask a land owner if you can hunt their property, and if they agree, ask them to sign a slip giving you permission just so anybody else who comes along can verify you are there rightfully.
Hope you don't let the concept of confiscation deter you in your enjoyment of this hobby. Confiscation is the absolute worst case scenario, and seldom happens. You'd have to run afoul of something pretty egregiously and generally be uncooperative in the bargain. But as with most worst case scenarios, they almost never happen.
Like I'm fond of saying; The things I worry most about never happen!
Blessings,
M-Taliesin