YSK to not yield to funeral processions. Most jurisdictions don't give them right of way, and by yielding to them you create an unnecessary hazard on the road.

In the vast majority of jurisdictions, funeral processions are not legally afforded right of way nor the right to run red lights or ignore the highway code.

In the US, only 5 states out of 50 grant funeral processions special privileges: http://ift.tt/2ikhY2W

In the UK, funeral processions do not have right of way unless they're afforded police escorts, which are extremely rare: http://ift.tt/2x7bkzG

Yielding to a funeral procession is an extremely dangerous move on the part of a driver. Not only will you be liable for any accidents or injuries which occur ("Why did you brake check someone by suddenly stop in front of a green light?") but it causes confusion on the part of other drivers and contributes to more traffic and air pollution.

tl;dr: drive normally around unescorted funeral processions and absolutely do not break the rules of the road to accommodate them. By yielding to them, you create a hazard on the road entirely of your own choosing.