My first one was when I was about 12, with customs officers who thought I had drugs hidden in my bag. Let me tell you, those guys have NO sense of humour. I was close to terrified that there were somehow drugs in my bag (a dog had been all up at it, and pointed it out to the officers) that I didn't know about. They were looking through all of my luggage, and when they got to the big book of guns I happened to be carrying, the officer gave me a nice "look" with a cocked eyebrow. DANGEROUS TEENAGER ALERT! I was honestly feeling pretty woozy. Luckily, there were no drugs, I was let free, and have no outstanding warrants for felonious charges in the United States.
Only other experiences with cops I've had were, well, not positive exactly, but not emotionally painful either. Just tickets and things like that, which I did deserve (mainly for being stupid enough to get caught

). I've had some fun conversations talking to cops while drunk though.