1. Don't Speak
Shut up! Do not talk! Do not attempt to convince the officer that you are innocent. Everyone is innocent, no one should be arrested and no one should be in jail - that is what the officer hears every day. Usually, when people speak to officers they say something that hurts their case in the long-run. Keep your mouth shut. There will be plenty of time to talk later - after you have spoken with your attorney.
2. Don't Run
Listen to the police officer and follow his/her instructions. Do not run. Running can be used as evidence against you in court. The prosecutor will argue that you ran because you knew you were guilty. Also, running is downright dangerous. The police may become suspicious that someone running has a weapon. They may be more likely to draw their own weapon. The officer will do everything in his/her power to go home at the end of the day. Running could create an honest impression that you are armed. This could result in your being shot. Also, when you run, you can expect to be treated more forcefully once you are caught.
3. Do Not Resist Arrest
Never touch the police officer under any circumstances, period. The officer's forceful reaction, which may lead to you lying face down on the ground, your face full of pepper spray, will not be pleasant. You will also find yourself charged with assaulting the officer.
4. Do Not Believe the Police
It is legal for the police to lie to you in order to further their investigation. Some of the prosecutor's best evidence may be your confession to an officer that lied to you in order to get you to talk. Do not believe the police. Ask to speak with your lawyer. Then shut up.
5. No Searching
Never agree to a search of your property. If you are asked for permission to search, politely and firmly state, "You (the police) MAY NOT search". Say this even if you do not think you have anything to worry about. While this could result in a longer delay or your unlawful arrest, it is better for you in the long run. Criminal cases are like baseball games. You may loose the first couple of innings, but the goal is to win the entire game. Play for the long-term result, not the short-term victory.
6. Do Not Talk Trash to the Police
Even if you have been falsely accused or wrongly arrested, do not talk trash to the police. Be polite and respectful. A poor attitude, even if completely justified, only hurts you in the long run. The police have a great deal of discretion in deciding what charges to seek and what to tell the prosecutor about your situation. A favorable or neutral impression is far better than the cop thinking you are a jerk because you acted like one.
7. Do Not Allow the Police to Enter Without a Warrant
Politely advise the police that they may not enter without a warrant signed by a judge. Ask to see a copy of the warrant. Do not be convinced by promises of a less comprehensive search if you agree to let them enter. Make the police present their evidence to a judge whose job it is to ensure there is probable cause supporting a search. After you have said "no" to the request to search, call your attorney immediately.
8. If Arrested Outside, Do Not Agree to Enter Your Home for Anything
Do not agree to go inside to change, freshen up, speak to your spouse or children, get a jacket, or for any other reason. Once inside the police may legally seize anything out in the open that is related to the case, or any other items that are obviously contraband.
9. Assert Your Rights
Specifically advise the police that you do not want to answer questions or make a statement. Specifically advise the police that you want an attorney. Specifically request an opportunity to use a phone and call someone. Then, tell that person where you are and the name of the officer that you are with. Instruct that person to call a criminal defense attorney immediately. Do not give into pressure that may be placed on you to cooperate. Do not change your mind. Stand firm, even if this means you will be arrested and spend some time in jail. In fact, expect to be in jail until you and your attorney have a chance to see the judge together. You can loose the first few innings and still win the game.
Bonus - Why not to talk to the police?: http://hojja-nusreddin.livejournal.com/2909282.html