Always get a lawyer first. Even if you're going to go the cooperation route, it's imperative that you have good legal advice as to the best way to do that.
I never said that most people who are accused of serious crimes aren't guilty. However, there's a significant minority out there who once they think you're the guy will hound you to the end, even if you're entirely innocent. In those situations, those who don't talk are the ones who will not be charged or if charged, will be found innocent. Once you're the focus of an investigation, they're going to be looking for ANY inconsistency in things you tell them and very few people have true photographic memories, so you're likely to make a non-error error. Knowing when you're really the focus of an investigation can be hard, so that's part of the reason why it's important to have an experienced lawyer who has been through hundreds of cases and can interpret police speak.
I guess I'm just more of a risk taker than you are.To me,hiring a lawyer would delay the arrival of the day when the cops turned their attention from me to the real perp.
If I was guilty and had no intention of facing the music,I'd hire a lawyer the moment the guy at the door said "I'm Detective Smith from the Anytown Police Department".I'd also hire one the moment I was officially indicted/charged.But not before.
Most (99.999%) of the talking heads out there who are prosecutors insist "lawyering up" is a sure sign you are guilty of something.
That in and of itself tells me "lawyering up" is the right thing to do, ESPECIALLY if innocent.