In all seriousness, it won't hurt to pull over the next time they follow you. Be upfront and honest, but BE POLITE.
He'll come up to you and ask why you pulled over. Tell him you're nervous and that you've been followed a few nights this week and you just wanted to make sure everything is okay. If you did nothing wrong you have nothing to worry about. A lot of the cops I've dealt with are usually nice to you if you are nice to them. Give them attitude and you'll get attitude back.
Of course, if you have underage drunk kids in the car this isn't the best option. If the people you're driving home are all 21 then fuck it, he'll probably thank you for being responsible and not letting your friends drive.