I always used to hide in the hospital area on the Staunton island after getting 5 stats. Very little cops could make it there as it was below ground level but you could still shoot them through the gaps. Some cars made it through the main stairs but I quickly took care of them with the bazooka.
Oh the fun I had playing this game back in the day, and this is what I did mostly. I used a cheat disc for infinite ammo and health, code breaker. Had so much fun causing chaos in the GTA games. 🎮