I've been playing around with EZ Streets and decided to try Evan Designs' Police LED kit. You get 2 flashing white headlights, 2 blue flashing top lights and 2 flashing red tail lights.
I wondered if the track voltage would be enough, and yes, they work at less than 5 volts but get better and brighter as the voltage is wound up. It was an easy install, the tail light holes are exact fits and the headlights, even though the holes are rectangular, fit nicely. The only holes needed drilling were the roof and there was already small holes to guide the drill. It looks great, I've got a siren kit too, it will also fit.