The only times I have ever been in an ambulance (as a patient), I was in a lot of pain and on a morphine (I think) drip but still very disappointed there were no blue lights.
Back in the winter of 2009/2010, on the first day of snow + ice I broke my hip. (Which was very annoying, especially because I like snow and ice, albeit for walking or skiing on).
The main road to the hospital was blocked by a jackknifed lorry, so the traffic was all queued up for several miles waiting for things to happen. I was amused to hear the conversation between the ambulance driver and his mate - something like "It's all blocked up, shall we use the sirens?" "Yeah, go for it" Buttons pressed, off we go, no more waiting
(we then got to the jackknifed lorry, where they'd finally worked out what to do. I was in the ambulance from a town 10 miles away, because my town's ambulance was on the wrong side of the lorry. They wheeled me up the hill past the lorry into the second ambulance to finish the trip to the hospital. The lorry driver was terribly embarrassed, and was desperate to help - but while pushing up the hill, pushed on my broken leg...)