Blue lights are reserved for emergency vehicles in most states. Those emergency vehicles can include snow plows...although I think the blue light has been removed from Colorado snow plows.

Here, the cops guard the blue light pretty zealously. A co-worker had little blue LEDs on his hood and he was order to remove them. I'm not sure that they would bother with a cyclist but who knows? Nothing like standing around in the cold in wet clothes while the cop confirms your ID