Within reasonable limits, I think they should. I don't think they need rocket launchers for instance. The police, especially riot police, would be ineffective without proper riot gear. They are the one's who have to enforce our laws, if they were ineffective we may as well have anarchy. Personally, I find it ugly seeing the police dressed like mj's pic shows and do question if it's necessary. But surely the police themselves know the risks better than us? I'm sure dressed like that they act as a deterrent to trouble to some degree (though I know some people will use their riot gear as an invite to fight).
I also don't think nobody else is allowed protection. I've talked about this before. Basically, I'm for strict requirements for the owning of weapons that could go a long way to keeping the guns out of criminal hands. Guns should be tracked. You want to sell a gun privately? It has to be fully documented. Untraceable guns are a major problem.