Make sure you have a photo ID to prove that you are who you say you are. It's also a good idea to tuck away a couple of clips to show to anyone who may question whether you're a journalist, particularly clips on topics pertaining to the story you're attempting to cover.
With the advent of the new media, many law enforcement agencies that have traditionally issued government press passes to media organizations may be more open to giving credentials to bloggers and other citizen journalists. On the other hand, some law enforcement agencies have clamped down on the total number of passes issued each year. Check with your local law enforcement agency for their specific rules.