There's that great moment at the end of "The Greenhouse Jungle" where Bob Dishy starts to read Ray Milland his rights and Milland just gives him that icy look, and it makes him so nervous he stops.
In Murder in Malibu Wayne Jennings was partially read his rights after he admitted shooting Miss Goren but Columbo stopped it when it was determined that Jennings shot a dead body. ( of course he shot her the 1st time too but nobody knows that at this point).