Local police stations would fall under state preemption law. They cannot prohibit you from carrying a firearm there. They can prohibit any other types of weapons as there is only a preemption statute regarding FIREARMS.
The holding area of the station may fall under the jurisdiction of the state corrections agency. That STATE agency can have a rule regarding firearms and it would hold weight of law, but no LOCAL rule is valid.
I would be sure to carry a copy of the state preemption statute (
click here) when I carried into that station, and I most certainly would carry into that station if I had business there. The sign (since it carries no weight of law) would not deter me. I strongly suggest making your own decision on how much hassle you want to get into yourself. You may be arrested, you may be charged with something bogus, you may have to get a lawyer to fight it... But in the end you are in the right.