If you are a person of interest in a criminal investigation, but haven't done anything wrong, should you seek legal advice?

In my legal opinion, you definitely should seek legal advice.  It should suffice to remind you that in the past several years numerous innocent inmates, who were wrongfully convicted, have been released.  Sadly, even though our justice system is probably one of the best in the world, it cannot stop innocent persons from being convicted.  Even with an attorney, an innocent person may be convicted -- but, hopefully, legal representation improves the odds.