First, you must remember that television (especially CSI and the like) bear little resemblence to reality.

Officers not in uniform (at least in the states) need to have POLICE, a badge or some other notification highly visible to the public in case they need to take enforcement action. This way the other person can't say "I didn't know he was a police officer."

Having said that, I know very few detectives who go THAT over the top. Occasionally a new CSI officer or negotiator will show up on scene with tons of that sort of "official" gear, but they end up being the butt of some good-natured ribbing.