I was asked to come in for questioning because a coworkers house was robbed of cash and a microwave. He was old guy that the company I worked for kept around as some sort of mascot and we all kind of looked out for him. Anyway, I became the prime suspect.
This was a "townie" police department. As soon as I got there, the police were being very unprofessional. The old guy had a strange name and when I was walking through the station, all the cops were singing a song about his name. They all were out of shape and didn't look very bright.
The officer that would be interrogating me seemed very cordial and invited me to talk in an interrogation room. The officer said he had to read me my rights as a formality and so he did. The BS started right after he read me my rights. The officer continued to badger me with questions like "Why did you do it?" and saying that he knows I did it and that I should confess. At this point I knew I was innocent and I thought that if I lawyered up then that would confirm my guilt in their minds so I just continued to defend myself.
The cops swore that he had a witness that said they saw me walking from the guys house with a microwave. So he tells me that they are bringing the witness in to ID me. The cop removes the cover of the two way glass and I can hear another cop on the other side of the glass having a one way conversation. "Is that him? Are you sure this is the guy you saw running from the house with the microwave? OK, that's all we needed, he's going to jail tonight." They pulled a couple other fake witness stunts after that. At this point I knew that it was all bullshit and now I was very hostile with the cops.
Eventually, the cop comes in with his boss and they say something to the effect of "OK, look, you are going down for this and there is nothing you can do about it. It looks like you just had a bout of bad judgement so here's what I'm going to do. If you sign a statement detailing your involvement then we'll talk to the judge and we can guaruntee you probation. But if you continue bullshitting us then we will make sure that you do some hard time. Whether you did it or not, or whether you think you did it or not, if you keep denying it then you are going to jail tonight."
At that point I said that I wasn't going to sign anything so let's go to jail. I found myself walking home 10 minutes later. It was a fairly small town and the cops continued to harass me for the following weeks. They talked to me boss "as part of their investigation" and I was ultimately fired and they talked to a bunch of my friends whom I had lost several as a result.
In hind sight, yes, I should have lawyered up immediately and I shouldn't have said a single word to them and that would be my advice to anyone else in that situation. As far as I know, nobody had ever been arrested for that burglary and they had lost interest in me.