We use ExomeDepth ( http://cran.r-project.org/web/packages/ExomeDepth/index.html ) and CoNVeX ( http://www.biomedcentral.com/1471-2105/14/S2/S2 ) for copy number detection on targeted NGS panels (custom panel with bait density varied by depth of coverage from exome sequencing data), both have their pros and cons - with CoNVeX seemingly more susceptible to batch effects if there is alot of variation between samples.

We also use CoNVeX on whole exome data although you do get alot of false positives due to the high variablity in coverage.