This article in The Village Voice on filming policemen is pretty good. Police don't like to be photographed breaking laws. They will fight you if you try to, sometimes.
In New Orleans, last September, we saw lots of law breaking by lots of people, and the police were (very unfortunately) in that number. See here, for an apparant lite case of looting.
I remember marching on downtown Washington, D.C., staring up at men in black uniforms with telescoping cameras on the tops of tall buildings as we thronged thousands-thick. They didn't look real pleased to see us. I guess there's some kinda dissident database somewhere now, with all our pretty mugs posted to.
So remember: if you photograph the police, make sure to do so only when they are obeying the law. And don't you go breaking any laws. And whether you're breaking laws or not, the police will photograph you if they want to.
Now get back to work.