I actually did, because I had yet to have my eyes opened. They made it clear that I couldn't refuse and when they rest their hands on their guns, it really brings a sense of authority over you, especially when the second set of cops pulled up behind them. As it turns out they lied! Surprise! Of course they found nothing, and the fact that I was under no obligation to give them so much as my name really cinched it for me. (insert "You can't expect them to tell criminals that they don't have to talk to police, do you?" comment here)
The thing about the other cases is that I gave them a description of the perps, car and a license plate number. Response: "That's probably a rental and they're long gone." Dude! That was fifteen minutes ago! Maybe I should be glad they showed up even that quickly.
I haven’t been put in that position yet but I hope that if I do I could stick up for my rights, but, as you said, they can be intimidating. Makes you wonder what is worth dying over, especially when the cops report that you were obstructing justice or some other crap.