Here is how it works..If you are stopped by the police and they ask you (consent) to perform any type of field sobriety test you are not legally required to do so. They are asking your consent and you can say no.
If a police officer stops you and sees signs of impairment from drugs or alcohol (poor driving, odor of drugs or alcohol, tweaking, pupil size, slurred speech, etc.) then they can ask you to perform the field sobriety tests.
If you refuse to do so, then the police officer must make a decision. If they have probable cause (PC) to believe you are driving under the influence of an intoxicant they can arrest you without doing any tests. Now, if they tell you that you are "under arrest" you must comply with their order to exit the car, or else they will remove you :) It's much better to be cooperative, even if you refuse to do tests.
After you are under arrest you will be requested to submit to a breath/blood/urine test or a combination under the state's implied consent law. Generally if you refuse to submit to these tests you can be cited for refusal to submit to the tests and your license is suspended for a substantially longer time than if you submit to the test and fail. It is also prima facia evidence that can be used against you if you refuse to submit to the tests.
If you're going to refuse the field sobriety tests, most defense attorneys will tell you to submit to the breath tests.