Man, there's a lot of choir boys on this thread. Haven't you all ever heard the saying, "In life, the only people you should lie to is the police and your girlfriend"?
In other words, only lie to get out of trouble. Otherwise, tell the truth. I've been pulled over A LOT, almost every time gotten off with warnings. Never as a resident though. If you're proud of the fact that you've never been pulled over...well, you haven't lived. And I don't want to hang out with you.
When I was pre-med, I worked at a hospital where off-duty cops worked security. If you ever got pulled over in that town, all you had to do was say you worked at ______ hospital and they gave you a pass since you were basically co-workers. I think that's one reason cops are generous to physicians--especially ED/trauma physicians. They might rub shoulders at some point, so it's sort of a courtesy.
I usually carry my white coat and badge in my car. You can guarantee if I ever get pulled over, I'm telling the cop I'm on my way to the hospital for a super-serious emergency, and just give me a ticket and let me go 'cause I'm in too much of a hurry! I think I'd get off. Only thing is, I drive an old crappy car, and as you know, lay people expect anyone with an MD after their name to be be driving a big fancy car, so that might arouse suspicion. But otherwise, I'll take my chances on that excuse.