Hey CJ,
Glad to hear about the new job! Sounds like an interesting one. I can't tell you too much about the lights and siren. They are pretty restricted here in Minnesota. I know a few people that have them (one illegally but he is a nerd...

) the other is from Wisconsin. They both just have the inner window flashers and headlight strobes, one I believe has flashers in the rear lights. I honestly have no idea what to tell you as far as the siren. I had one friend that had one in a very very rural part of northern MN but HE HAD NO LIGHTS! WTF? That is just asking for trouble in my opinion.
Maybe someone else here will have a little more insight on the siren bit.
Later.
Ed