I would think that an honest cop would prefer a well lighted place with witnesses for a traffic stop at night. The witnesses might prevent violent behavior just by being there and wouldn't see any misbehavior the stopee might make up.
Agreed, while I don't think most cops would be pleased to see a car drive very far after the lights go on, most cops will follow the car until in a safe place to even make the stop. And yes, public settings and witnesses can work in everyone's favor.
I'm a little leary about cva66snipe's post where he said he's taught his daughters not to pull over until they get to a store, even if driving slow and with flashers on... Maybe it's because I'm pretty rural, but I don't know a lot of cops that would have the patience to want to follow 5 or 10 miles to the nearest store... Or even the next freeway exit if there's a good shoulder on the freeway.
Some consideration is good for safety, perhaps moreso with an unmarked car with a light than with a marked patrol car... But common sense needs to rule too.