-Purchase the most units of cocaine you can and wait until a cocaine bust occurs. Sell all of your cocaine and earn easy money. Note: This also works with heroin.
-Purchase as much ecstasy as you can at the start of the game. Wait five days without paying pack the loan shark and hold on to your ecstasy. Once you see a cop, stay and let them take your ecstasy. When you get out of jail you will have $60 million.
You should always carry a handbook or other weapon with you. When you get chased by cops, you can hit them with it and then give up getting yourself arrested. Since there is a chance that you will hear about a bust happening the next day when you are in jail, including cocaine busts, it is actually great to get arrested as long as you are not carrying a lot of expensive drugs.