You need to leave the ideas of our youth behind. These days, you'd better not face down a jay-walking ticket without a lawyer.
I hear you especially in cases like JonBonet and Polly Klaas. One lesson the Duke LAX case taught us, however, is that lazy police work and ambitious prosecutors can target someone early on without any real basis other than their own suspicions and prejudices. By the time you figure out that you are being set up, it may be too late. Innocent and honest people can make statements that are innocuous but can be twisted to suit other purposes. The wise consult counsel and ignore the insulting "only the guilty lawyer up" rhetoric. It would not surprise me in the slightest if the parents in those cases figured out within a day or two that the police and prosecutors were far more interested in building a sensational case against them, whether or not the evidence supported that.