It depends on where you are. Chicago, for example, always has a lot of openly gay and lesbian police officers that have their own float in the Pride parade. As far as I know (and I could be wrong) it isn't that much of an issue for them.
My hometown in NC, on the other hand, is very small, southern and conservative... and the only gay law officer I know of there was on the sheriff's department... and very, very closeted and paranoid about it. He went on a few years later to be elected as county sheriff, but he's even further in the closet now... and I know if he were out in that location, he'd have hell to pay.
I'd see if there's a gay police society/fraternity/organization type thing in your area and maybe try to talk with some of them. Nobody's going to know for sure what its like on the local police force than someone who's actually on it.