A Rough Notebook and a pen is enough during contests to use for rough work or visualization in my opinion.

Device? Dude, just use a paper and a pen. Thats enough.

While paper and pen is usually standard as everyone says, I'm also a fan of this tool for graph visualizations.

Depends on what type of "rough work" you want to do.

For generating ideas / planning the flow of your program: just pen and paper (can also practice to use brain only).

For observing patterns / trying small cases (especially MATHFORCES): pen and paper again, some brute force programs may help too. (use your local compiler, or online like jdoodle)

For visualizing graphs or geometry problems: pen and paper again, you may also use geogebra and desmos too.

Overall, I think pen and paper serve the purpose in most cases.

I sit in front of a mirror with a big pink marker and I write on my face