You just need to take a look at how many various types of stories involve the police in some way to know that we're fascinated by law enforcement. The police occupy positions of authority and, nominally, respect in society, and yet are also asked to place themselves in dangerous positions against criminality in order to enforce the law and protect the citizenry. Police work is a dangerous, difficult profession creating numerous risks, moral dilemmas and difficulties for those involve; all of which make for great fiction. Like many stories, the Police Procedural takes the perspective of the police in the various mysteries they encounter; however, as the name indicates, the emphasis is strictly on the day-to-day real life procedure that the police follow in this approach. As with any type of story, be sure to check out Write A Story for basic advice that holds across all genres.
Necessary TropesNaturally, for a police procedural you need the police. Which, by extension, means that you're going to be dealing with crime of some sort. Given the grisly fascination we with have murder as a society, many Police Procedurals tend to focus on those officers in a homicide unit (or otherwise charged with investigating homicides), but really, any form of police will probably do. As the name also suggests, you're going to need to be familiar with police operating procedure. Research is key here; depending on the nature of the department in question (and how convincing you are) it may be possible for you to spend some time observing a police unit in action, or at least spend a bit of time interviewing police officers. If not, however, then you still need to read up on the kind of operating procedures that govern how the police operate in a particular jurisdiction. One thing that will quickly become apparent is that, for many reasons, the Cowboy Cop and his kind is thin on the ground in most Real Life police departments. This is for possibly obvious reasons; a Cowboy Cop exists to break the rules and flaunt his rule-breaking, whereas in many cases these rules exist precisely so that it is possible for the police to solve crimes, catch criminals and secure convictions without them either being thrown out of court or getting fellow officers or innocent people killed in the process. As such, in a police procedural you will be required to make more use of the less-glamourous By-the-Book Cop.
Choices, ChoicesWhere is the police department located? Even within one nation, different jurisdictions have different operating procedures which, if you're tying your story to a specific location, will govern how your story functions. They will also face different challenges and different types of crime; in an urban environment, the police are less like to receive frequent complaints of stealing apples from orchards as they would in a more rural jurisdiction, and in a rural jurisdiction inner-city style gang violence is probably not going to be as big a concern (although a different type of criminal gang might still pose a problem).
PitfallsSince the police procedural is usually a very realistic genre, this does limit the nature of the story you can tell. Most readers know enough about the police to know that some of the more extreme depictions of the police as might be found in, say, an action movie are highly exaggerated and unlikely to happen in real life; as such, you're most likely going to be focusing on what we might call more 'mundane' occurrences.
Potential SubversionsThe inclusion of a Cowboy Cop into a highly realistic police environment could prove either highly entertaining or a useful opportunity for a Genre Deconstruction. One particular facet of law-enforcement work often goes without notice in fiction — the sheer volume of paperwork that most police officers have to fill in on a daily basis. It's often said that for every single action a police officer might be expected to take there are reams of paperwork that must be filled in for it, and yet, we rarely see this. Now, of course, this is mostly because watching our characters fill out endless amounts of paperwork would be incredibly tedious — but in the right hands, this could be made into something interesting.
Suggested Themes and AesopsA frequent theme of the Police Procedural is the draining nature of police work. The police in many jurisdictions are usually not paid incredibly well, and yet must frequently face the darkness of human nature in the form of murder, rape and other forms of crime. This, naturally, can have a terrible effect on the psychological health, well-being and morale of the officers involved; these professions can see high rates of burn-out, depression and even suicide as a result.
Set Designer / Location ScoutAgain, the nature will depend on where your story is set; a major city, a small township, a rural village, and so on. In any case, some kind of police station of some sort will form the base for your characters. Depending on where the the story is set the nature of this station will vary; an inner-city precinct house will differ from a small town police station, which in turn will differ from one located in an isolated rural village.
Props DepartmentMost police officers are armed in some way, often with some kind of baton. However, the nature of these arms can vary. For example, in American jurisdictions police officers (particularly those on the front line of duty) are generally armed with firearms. Conversely however, in most British jurisdictions only specialized officers encounter and use firearms in a day-to-day basis (although many officers do now receive firearm training).
Costume DesignerThe uniformed officers will, of course, have a uniform. In most areas, detectives are generally plain-clothed; this generally means some form of smart-casual professional attire (a suit of some kind) which, while neat, is nevertheless practical for any kind of day-to-day business the officer may become involved in (such as, for example, chasing and detaining a suspect if necessary).
Stunt DepartmentIn Real Life, most police officers in most jurisdictions generally go day-to-day without engaging in the kind of stunts that are often depicted in many less-realistic depictions; it's often said that even in cities with severe problems in crime and inner-city violence where the officers are armed with firearms, most officers may go through their entire careers without needing to fire a single shot in the line of duty (they will, of course, be required to train, quality and routinely practice with their weapons). However, they may still need to chase down suspects (often on foot, however; similarly, the high-speed car chases so loved in movies are a lot rarer, usually because in most busy cities the sheer volume of traffic makes driving recklessly at high speeds difficult for both police and pursued). Even if no shots are fired, it's still also possible to draw tension of a potential stand-off.
The Epic Fails