I cannot imagine WDW having time to "police" glow sticks. I bought some at the Dollar Tree and plan on taking them. We used them last summer.
Head up though - some of them leak! I found this out when DD's glow stick had a leak, and the only way you can tell is in the dark when the glowy stuff gets all over everything - my shirt, my hands, DD's hands - then she rubbed her eye and started crying(maybe burned alittle, I flushed her eye with water and she was fine within minutes). A glow stick also leaked at a birthday party - my couch was glowing, it washed up but it still freaked me out.