Good idea on sales to police and any other industry/ sport /hobby etc needing flashlights. You may try to go for some contract/bid deal to re-equip an entire police force.
As for which lights to sell I would say to start become a dealer for at least one of the high end (non budget) companies, some average customers and professional clients (like police) may want those over the budget brands and it may help your store build legitimacy. Then have a mid price line (Solarforce, Shadow or Black Shadow comes to mind?) And then the budget lines, go with the manufactures that have good lights and allow you the best profit margins. Look on alibaba.com and aliexpress.com you can import directly and get quantity discounts that will become your profit margin.
Yes have a great website, but I agree with leaftye, just putting up a website alone most likely won’t cut it. Although I don’t think its necessary to start out with the high expense of a brick and mortar store at first, that could be VERY expensive and put you out of business fast (unless you can afford to take a loss for a while) You could try setting up temporary table/booth/kiosk at industry/sporting/hobby shows & events or just at a shopping mall to sell and promote your products & website.
I also think the key to an online sales site is where your site is advertised and how well it is optimized in the search engines, I have clicked on many banner/side bar ad’s while online because something interesting caught my eye. Maybe you can get a side bar ad for your site on some different industries/sportsman/hobby forums.
You have a good idea with the Police. Now think about other possible customers who are not (yet!) flashaholics. Come up with ideas to get your products in front of these non-flashaholic people and make some sales and you may start something. Think out of the box!
The best advertising is word of mouth. Make one customer satisfied and he (or she) may send you up to 10+, that’s basically how it works here on BLF, haven’t we all bought lights from sellers that were recommended in posts of fellow members here?
Fire/Rescue/EMT, Sportsmen, Mechanics, repairmen/technicians of all kinds need great flashlights, and some may not yet be enlightened about good flashlights, I have known EMTs and SAT/Cable techs still using crappy incan lights! Some don’t know about this LED light revolution!
The hard core flashaholics already have favorite online stores where they are buying from, so it may be a very competitive arena trying to market to them at first until you become better established.
Of course don’t listen to the naysayers! Especially if they don’t offer any good reasons why you shouldn’t do it.