Unless you are doing something that constitutes an immediate threat to the public welfare (modifying receivers to full auto, making an explosive device) you are much more likely to receive a letter stating that you are the "subject" of an investigation, and inviting you to come down and talk to them. The letter will even tell what crimes you are being investigated for.
By the time you get that letter, you can pretty well be assured that your arse is grass, because they have you on film, on tape, on line, and statements from everyone you ever did business with, copies of all your financial records, and of course, all of your cell phone records.
If you ever do get a knock on the door, there really is only one thing to say, and that is "I want to talk with my lawyer." At the point, you aren't nearly as smart as you thought you were or they wouldn't be there, and absolutely nothing you say is going to make them go away.
