Depends on the situation really. I can't think of many where I'd just pull over, unless it was completely deserted and I knew he WAS after me.
I've passed cops sitting on the side of the road or sitting on the side of the road whilst I'm doing 5-10kmh over the limit, once I even started to get followed.
It probably didn't even occur to him that I was speeding or he couldn't be bothered. What I want to avoid is the following.
Me: (driving along) HOLY FRIG, there's a cop behind me, (hits left indicator)
Cop: WTF is he doing and why is he just stopping on the freeway. (flashies and "woop woop")
"Do you know why I stopped in behind you?"
Me: "Ummm, the inner bit of my tyre is on indicator, my washer bottle is empty, I was driving 5km/h over the limit and my exhaust's too loud.
Cop: "That'll do" (produces night stick and lube)
It's not about me not wanting to take responsibility. Because if I were issued a TIN, I would take responsibility and pay it by its due date. I just want to be 100% certain that the cop will pull me over, before I pull over.
EDIT: Anecdote from when I was passenger in my GF's car. We passed a semi marked cop car (only marking on the sides, none on front or back, all internal lights) while she was over the limit by 10km/h or so on the freeway. The guy accelerated up behind us and tailed us for about 5km. After 5km (or so), he took our exit and kept following us for another 5-10 minutes. After that he just pulled into a bus stop.
We thought we were nicked. I doubt pulling over would've made the situation any better.