Headquarters: The headquarters (palace) is your head of operations. If your headquarters is captured, you will have to place it elsewhere and it is likely that your government will fall in the meantime (or something else bad.)
Church: It's a place of worship and it makes people happy. So when the people are blue, seek help from the man upstairs :)
Parking Fines: You know people love to park in the worst places in your city and places fines on the parking helps aleviate traffic on streets and increases your available funds.
Public Influence: Yes the civilians have a say and usually it falls upon the ears of city council... It may be a good idea to place one of these in all of your stations.
Courthouse: People like it when they are treated to a speedy justice and more courthouses means happier people.
Salary: When the amount of people your station employs grows to a certain number, it is often important to give them a larger salary or that station will refuse to hire any more people.
Speed Limits: When the populace of your city is speeding along your roads, it usually causes accidents. Enacting speed limits helps to curb these accidents and increases the money you receive.
Bar: After a long hard day, even the weary police officers may visit a bar and have a few. It helps improve local morale when these are under your control.
Bribery: If the voices of the people fall on deaf ears, it could also be convenient for you to grease the palms of certain members of city council so that they can hear better.
Armory: When the gunshops cannot adequately supply you with weapons, perhaps its time to build an armory to quickly weed out the scum of the city.
Nuclear Detector: If the Mobsters should happen to receive nuclear terrorists, it may become necessary for you to build Nuclear Detectors to prevent the Mobsters from destroying the town.
Legalized Gambling: If worse comes to worse, then the police can always allow legalized gambling and rake in huge amounts of taxes and cash from the new front.
Sewer System: All large cities have sewer systems, and if your station does not have working plumbing, when the population near it gets to large for police to go around asking nicely, well things can get ugly. :)
Recruiting Office: A recruiting office can add that needed boost to your manpower with little cost to you.
Superhighways: Superhighways represent a large interchange of higway ramps in that station's vicinity and can give a greatly needed boost to commerce in the area.
Jailcells: Providing space for county lockups in your station can win you key support from your city council and perhaps those new weapons you were asking for...
Gun Shop: Gun Shops can help your enlisted aquire more firearms, faster, in times of need. Gun Shops are cheap and fast to build so that you can help your force grow faster.