For info on this topic, every state is different. Some don't allow it at all, some only allow lights as a "courtesy" and their is no law for people to yield for them, some only allow VFD Chiefs to run lights, and some allow lights and sirens and provide to laws to follow..
Also, enroute/onscene F/F fatalities are the second highest cause of LODD in the USA, number 1 is Cardiac/Heart related deaths. (Vol accidents driving to scene's in personal vehicles is above apparatus accidents).