Venezuelan police are to be treated with respect, but also with a healthy dose of caution. Cases of police corruption, abuse of power and use of undue force are unfortunately common. Having your passport or a copy of it with you at all times, including a photocopy of your entry stamp, will fend off the most obvious attempts at bribery. In other cases, remain polite and calm, and call your hotel or travel agency in an attempt to resolve the problem before calling your embassy.
You will be subject to several checks daily if you're traveling around Venezuela, as there are roadblocks at the entrance to most towns. These are rarely a problem, just be sure to have your passport to hand.
Penalties for trafficking, possessing and using illegal drugs are some of the heaviest in all of Latin America. Venezuelan jails are dangerous free-for-alls, and consular officials can do little besides visit you.