Does this actually work?
If you bring a router and plug it into the ethernet connection supplied by the school, you can create a wireless access point and the administrators won't be able to see the computers connected via your router. This will not get around internet blocks, though.
Though, you can configure the router to automatically route all traffic through a VPN, which would get around internet blocks. These are kinda cool for the purpose.
http://www.newegg.com/Product/Product.aspx?Item=N82E16833704194Kinda cool since you can plug it in, say under a computer station, and then just plug the station's ethernet into the router, and then plug the station back into the router (with a spare ethernet cable). Then you have a wireless setup, and possibly even a vpn set up for people to use.