I brought my own hair dryer on the Magic, but never used it. I found the built-in one to be powerful enough. And it actually got hotter and hotter the longer it was turned on, to the point that I had to wrap a hand towel around it so I wouldn't burn my hand.
I did try to plug my own hair dryer into the outlet in the bathroom. When I turned it on, nothing happened. It didn't short anything out, but it just wasn't enough power to run the hair dryer. That's when I decided to try the built-in. Next cruise, I won't bother bringing my own.
I did sit at the desk and plug my curling iron in there, though. And like someone else mentioned, there is not a lot of room around the outlets. My curling iron has a small plug and it was fine, but my own hair dryer has one of those big black "box" plugs and it would not have fit. That's where an extension cord that has a small plug end, would've helped. I did have an extension cord with me, but didn't need to use it.