Colored lights vary by state, and sometimes by county. In NY, yellow can be on the vehicle, white, red and blue are restricted to one degree or another.
In NY, you can be charged with "Giving the impression that you are a police officer." Note that this does not require you to say you are a police officer, wear a uniform, have flashing lights of any color, etc. You can actually be charged just because someone complained that they thought you were a cop.
AFAIK, this statute is used to deal with the occasional weenie that has been pulling people over in a generic car/pickup/etc by flashing headlights or honking, and proceeding to harass their victim. I heard of one incident where the 'victim' got pulled over, nodded until the guy left, then kept driving- only to be harrassed again. He pulled into the State Police barracks up the road, got out of his car, and when the idiot walked up to him again spouting nonsense... he pulled his Syracuse Detective's badge and said "Here's mine, where's yours?" Idiot was promptly attested by the Troopers.
The only reason I even know about this little tidbit is my first car was a used P71 Ford Crown Vic, and I did some research about the legality of the car's emblems and reattaching the spotlights. Spotlights are kosher if you don't get stupid. In NY, you can have the word "Police" on your car only if it's OEM. I've seen plenty of cars with the little Ford "Police Interceptor" emblem stuck on them- if the cop gets pissy about it, any car newer than the mid ninties that isn't a Ford CV with P71 in the vin can get you charged. Ford stopped making "Inteceptor" Mustangs in the mid ninties, and noone else actually used the words "Police Interceptor" on an exterior logo.
SouthTexasDiesel, that thing is actually a bbq/smoker, not a grill, right? I'd be really dissapointed if a texan wanted to just burn his meat like so many suburbanites around here...