Can you outline the differences in scope / freedom between being detained and under arrest?
I am not a laywer, but I was once on a jury which had to determine whether a man had been arrested without probable cause which basically hung on this very question (got to hear really interesting expert testimony from several police consultants).
Suppose you're walking down the street, and a police car drives by and notices that your appearance and attire matches those of a suspect in a recent and nearby serious crime. The officer pulls up and stops you and asks you what you're up to. Then the officer asks you to hold up your arms while he pats you down (but he does not reach into your pockets). All of that is considered legal (look up Terry Stop on Wikipedia). He can even make you stand there for a little while until they drive over a witness to try to make an identification or otherwise make inquiries.
However, they cannot force you to come with them, or detain you there for an excessive period of time. Basically it is an administrative procedure to allow the police time to sort things out. They're allowed to pat you down for weapons to ensure their personal safety, and they can confiscate anything that is identifiable from a pat down.
In the case I served as a juror for a suspect was placed into a van and transported a few blocks away for identification, allegedly because the police were concerned about a news van in the area and did not want a potentially innocent suspect to end up on TV. The issue was whether this legally constituted an arrest (at which time there was not probable cause to do so). The ruling in the end (as far as THAT particular issue went) was that it did not, because the movement was minimally intrusive and was justifiable. The police messed up a bunch of other stuff in that case, but alas so did the plaintiff's counsel suing them so there wasn't much we could do for him.
The only way you should be able to end up being detained in a police station is if you walked in voluntarily, or under unusual circumstances (you're being detailed and hail starts falling and the station is next door, etc).