I think it should be something brought up by the dept. When a person is cleared to drive they need to know how to do things efficiently and safely. I was raised around the dept. and have the same habits my grandfather had while driving, as well as operating pumps while on scene. I however, lucked out in this. Not all guys on my dept, though they are cleared to drive, know how to safely do so.
As for sirens, I run wail most of the time, switch it up between yelp and hi-lo(if I'm feelin froggy) when coming up to intersections and hit the air horns if they're busy. That's it, I don't use any of the hyper crap.
That's how my grandpa, dad, and uncle did it, that how I do it, thats how some of the older guys on the dept. do it, and it's how I will recommend it to guys getting cleared to drive. Just personal preference with a mix of attention grabbing common sense.
If you want to hop in, stick it to wail or yelp, and work your way to scene, well more power to ya.