Advice when you think you're being followed

I think I'd drive to the police station

Because?

This would only work in US cities with a grid pattern. If you took three lefts turns in the Uk you could end up back at where you are, but you could also end up 10 miles away.

Why?

Or turn your indicator on like you're turning one way, and wait for them to turn theirs on too. Then, turn the other way and see what happens.