I generally agree with JNB, FAA admin law is not criminal law (or even civil law) and there can be times when there's no need for a lawyer.
But if you're a pro pilot (especially if you're not already at your career-destination job) I would err on the conservative side and at least consult a lawyer in most cases before talking to a fed. Once suitably advised, you can then try the direct and open approach with the FAA if you like.