This is pretty scary, since we're all taught to obey the commands of law enforcement officers -- and when a police-looking car is trying to get us to pull over, every instinct tells us to comply.
Still, it's important to use your head.
The last line is the most important, and the next one goes hand-in-hand:
First, have you done something to deserve being pulled over?
Exactly! This also applies to your home. For example, I know that I have nothing in my home that is illegal, thus any law enforcement that shows up at my door asking for entry or compliance better have a warrant or they will get no traction from me. How many folks out there would let them in regardless? Do you realize how dangerous that can be? There is nothing at all wrong with questioning authority; it is your right. I will teach this to my kids when they are old enough as it applies to them even more than with an adult. Remember the McDonalds employee that was strip searched via telephone by a "police officer?" Blind obedience is not your friend.
My point in all of this is that being a law enforcement officer doesn't buy unquestioned compliance. If you are not doing anything wrong then you should treat confrontation with suspicion. I'm not saying to be a punk; I give law enforcement courtesy during encounters with them, but that works both ways. Most of us have had a cop make silly demands that often get obeyed just because they have a badge, such as demanding ID for no apparent reason. Now that I'm older I don't play that game, and yes, I realize that I could be arrested despite my views and am prepared to deal with the consequences.
When I see blue lights from an unmarked car, I maintain the speed limit until there is a safe area to pull over, if I pull over at all. On the interstate I will stay in the right lane and wait for a marked cruiser to take over. It's nothing personnal, but my safety is more important than arbitrary obedience. Just a thought.