if you enter the police station with no weapons you can pick up the nightstick or floppy purple double headed sex toy o.O (in the shower) before grabbing the pistol or shot gun safely. if you rotate your weapons and hold a gun or so forth you will get two stars. the flak vests both in the locker room and down in the cells can both be picked up at any time. this is handy should you get busted and need weapons fast or like to stockpile a lot of ammo for those sticky situations
if you enter the police station with weapons ensure you have either fist/knuckles or a hand melee weapon armed before you enter or you will get the two star warning immediately upon entering.
the parking garage to the north (beyond the little gate) is a no run/drive zone unless you want an almost instant three star bounty.