Remember, too, that telephone conversations over jail and prison telephones are taped. They’re not allowed to listen while you talk to your lawyer, but if you call your mom and confess, they can and will use it against you.
It’s amazing how many people forget that, even though a recording warns them of it.
Wow. Thanks Gfactor.
Sure I’d hesitate.
Then I’d fabricate. 
This is something you should ideally scope out before you’re arrested, just in case …
What Arjuna34 said. Of course, that is little help in the event that you are arrested without having done your homework. If I was in a jurisdiction that was not my comfort zone, I would look for a firm of reasonable size that specialises in criminal law (they usually indicate this in their phone book ads) to the exclusion of most other stuff (you’d want to be careful about a firm that claimed to “specialise” in crime, torts, conveyancing, commercial, family,etc - such “specialisation” is so broad as to be meaningless.) At least then you have the prospect that market forces compel them to be competent, and their competence has allowed them to grow (you can tell the size of a firm by the number of partners it has - also usually indicated in the ads). Look for a little restraint in the advertising - firms that employ bad cartoons with wigs and gowns, or make unrealistic promises in their ads are unlikely to be class operations. But there are no guarantees in life. People who are well-connected in life (I don’t mean rich, I just mean basically socially competent, wide circle of friends from various walks, etc) generally tend to find their way to competent service providers, be they doctors, lawyers, plumbers, carpenters, car repairers or whatever. Unfair? Maybe. If it turns out that the best road to competent defence is to have good life skills, and a wide network derived from leading an honest existence, is that such a bad thing?
Calling it “homework” implies that it’s something everyone ought to have done. I think this is ridiculous, especially if you’re travelling. When I am preparing to go on a vacation or business trip in a different jurisdiction, “Research local criminal lawyers on the off-chance I get arrested” is not on my to-do list. Simply put, people tend not to waste time extensively preparing for freak occurrences, and correctly so.
Two pieces of advice already given: do not speak to the police if “detained” or if given your Miranda rights. Only say two things: “Am I free to go?” and (if either given your Miranda rights or the answer is no) “I want to speak to my/an attorney”. Once they read you your rights, you are no longer “their buddy who is helping them out on a case”- *you are a suspect. * Do not think you can “talk yourself out of” whatever they suspect you of- you are FAR more likely to talk yourself into trouble that out of it (even if you are 100% completely totally innocent of that crime- you may be guilty of another crime, and talk yourself into an arrest for that, or even if you are 100% innocent of *all crimes * :dubious: just being arrested and getting bail could ruin your life). You should no more try and “talk yourself out” than you should remove your own appendix with a razor blade, a mirror and a bottle of whiskey. Lawyers are professionals, you are not.
STFU.“Am I free to go?” “I want to speak to my/an attorney”.
This is not my advice. This is what my freind- now a Judge- has told me.
The ACLU agrees:http://www.aclu.org/police/gen/14528res20040730.html
"Do not make any statements regarding the incident. Ask for a lawyer immediately upon your arrest.
IF YOU’RE ARRESTED OR TAKEN TO A POLICE STATION
Now, I am talking about real criminal matters here. Minor infractions such as speeding or parking tickets then have fun playing Perry Mason if you like. IANAL, YMMV.
As long as you have a hometown attorney, you should be fine. Your home town attorney should be able to refer you to someone in another town. I actually saw an instance of this when I visited my attorney last time. “Hello, Bob? This is Mike. I’ve got a client who needs an attorney in Orlando. Didn’t your cousin used to work down there? Yeah? Who was he with? They any good? Thanks. I’ll call my client and let him know.”
Oh, and one more thing- sometimes a cop might try and talk you out of “lawyering up”- they might say soemthing like “Hey, I thought you wanted to cooperate, if you lawyer up that’s going to look bad, I thought we were getting along”- *think to yourself * “Yeah, we were all getting along and cooperating until you decided to read me my rights and thus make me into a suspect”. It’s not *you * who are turning the “freindly chat” into an adversarial situation- it’s them.
Lots of dudes have talked themselves into prison- don’t be one of them.
As Lissa said, just having an attorney at home is fine. It’s a little like having an insurance agent - you don’t go looking for insurance after a house burns down. Even better, it doesn’t cost you anything (until you actually get arrested!)
That said, I haven’t done it myself - it’s been on my TODO list for a few years now …
Directly related to the OP - nobody else seems to be offering much UK-based information, but I thought the routine was to make two recordings in parallel, and that you (or your defence) had a right to be provided with a copy?
I believe the formal caution now runs along the lines of “You are not obliged to say anything, but it may harm your defence if you do not mention now something you later rely on in court. Anything you do say will be taken down and may be used against you.”
The interview procedure, as shown on TV, involves two tape cassettes being recorded simultaneously; at the conclusion of the interview, the interviewing officer punches out the record-protect lugs, and you get to pick which cassette you keep …
Disclaimer: I have no legal qualifications besides having The Sweeney on DVD. This is the procedure as commonly depicted in the UK media (though not The Sweeney, which was made a good way before 1994, even before the Police And Criminal Evidence Act, and it shows); I’m not about to get myself arrested just to find out how accurate it is.
Were you accompanied by a lawyer and if not did you specifically request note-taking facilities?
What is the situation if a foreigner is arrested in the US?
Thanks for the other replies from Australia and the US which, you can be assured, are most instructive.
The grey area in the UK is the time between arrest and the time a solicitor appears on the scene to assist the suspect. In my opinion the 1994 Act has left an arrested person somewhat exposed. The OP is concerned with the legality of a suspect being able to record his own interview and not the practicalities involved in so doing.
The previous two posts have shed some light on this issue. However it would be interesting to know exactly what rights a suspect has upon arrest in the UK to safeguard his interests in the manner so described. His best option would appear to be silence, but at the risk of influencing a jury by that silence in a possible future trial.
If the arrested man, perhaps assessing the respective merits of talking versus silence, decides to say something then what are his legal options?
Excellent advice, DrDeth. thanks.
No problem. 
I add that only as the ACLU site seems to assume that you know when you are “under arrest”- which is not always and only when they say “You are under arrest”- and you can sometimes be “under arrest” even when they don’t bring out the handcuffs. Being detained and read your rights should be considered a form of arrest enough for you to **STFU **whether or not the word “arrest” is ever used by that every-so-friendly officer, or whether or not you are really truly legally “under arrest”*. IANAL. Please consult your lawyer if ever you are arrested. Downloading and printing that ACLU card for your wallet might also be a good idea.
*SCOTUS seems to be changing the definition of “arrest” somewhat recently. I am sure that some of our SDMB lawyers can give us an update.
I called my Bro. He is a Tax Expert. I asked about recoring an IRS audit as that is a little like the OP’s question. He said it was legal, but it usually just pissed them off, and the last thing most dudes want is a pissed off IRS Agent. He went on to say that in some offices and some agents who are untrustworthy or like to threaten- he will occassionally do it. He reccommends never doing it on your onw, only on the advice of a Tax Pro. Bro also said that most IRS Aegnts aren’t your enemy (but they aren;t your bud, either!), no reason to piss them off.
This professional advice might apply on the legal front also. No reason to piss the police off.
“Homework” was a flippant comment designed to suggest the improbable prospect that someone on the boards here was about to deliberately embark on a criminal career. Forgive me if it sounded more aggressive than intended.
I agree with Lissa that having a home attorney is usually fine. By “outside of my comfort zone” I meant in a country with an English-based legal system where my local lawyer was unlikely to have contacts any more than I (for example if I, an Australian, was arrested in Saskatchewan). I guess my comfort zone and yours might differ, however. You are probably more adventurous than I (most people are). As for what to do in the wilds of a Third World kleptocracy, I have no idea, beyond hoping that the consular service can help with the name of a competent local firm in sufficiently timely a fashion, I suppose. I didn’t mention the consular service earlier, because I gathered the discussion has been based on the premise that you need a lawyer RIGHT NOW, and were left to your own devices. The consular process can sometimes have a lag.
Here is a thread about recording encounters with police during a traffic stop: Am I permitted to videotape myself if I am pulled over by a police officer? - Factual Questions - Straight Dope Message Board