How to make money from cops:
I was riding along the shoulder of I-10 in New Mexico when a cop pulled over in front of me. Since he didn't have his lights going I checked behind me to make sure no trucks were coming, and then just went around him. As I was going by he yelled for me to pull over, so I did, figuring he just wanted to make sure I was ok.
Instead, he started questioning me about what I was doing, where I was going, etc, so I explained the basis of my trip. After talking for a bit he told me that I wasn't allowed to ride on the interstate, and he would have to give me a ticket. Now the rules differ by state, some allow you to ride interstates only if there isn't a similar parallel route, others allow it as long as there isn't heavy traffic, etc. I wasn't sure of the NM rules, but I knew that all the on-ramps had signs saying that pedestrians and motor driven cycles aren't allowed, but that bicycles should use shoulder only.
Knowing this I told him I was pretty sure I was allowed to be there, and could show him signs proving that. He was pretty skeptical, so I ended up making a bet with him, unofficially of course. If I could prove that I was allowed to be there, he would pay me the fine for the ticket he had tried to give me. If I couldn't immediately prove that I was allowed to be there, I would have to take the ticket and pay the fine. Fair enough by me.
I ended up locking my bike to itself with the rear wheel locked up, then jumping in the back of the police car. We took a U-turn on the interstate and went back to the last exit/on-ramp to see if there was any signage. Sure enough, there was one of the little "bicycles use should only" signs. The cop was pretty surprised, and said he was going to look into the relevant laws later, but drove me back to my bike and paid for the bet. Not a bad way to make a few bucks, although it was pretty stressful to deal with any kind of cop in that situation.