Definitely stop on in!
My DH is a medic and volunteer firefighter in his spare time. On both of our trips, he has stopped in at the fire station and been warmly welcomed!
The first time, we were staying at CBR, so he walked over. Took pics of the equipment, but most of the crew were napping. The chief gave him a t-shirt when he found out that he had stopped in ON HIS HONEYMOON. Told him he would need it when the wife found out where he was. He told the chief he had wife's approval to do it (course he did, bought me some quiet time!).
The next time, we were staying at the WL, so when we were leaving MGM, he walked down the road from there. Different crew this time and he got to talk to alot of the guys. They were trying to convince him to apply for a job as there were changes in the works and they were short staffed. He got another t-shirt for his dedication (from walking from the MGM). He also traded some patches and bought some of his buddies t-shirts.
His Reedy Creek T-shirt that say something like "Protecting Walt Disney World since XXX" is his favorite T-shirt. I can't even get away with wearing it.
Something else, stop in the firehouse in the MK. They have a lot of fire related stuff in there and also have a couple of displays of patches from around the world. DH dropped a couple off the last time we were there!