Not a secret as such, but found a great hiding place to lose a wanted level. Down by the barbers on Grove Street/Dover (I think that's what it's called) you'll find the entrance to the underground rail line. Drive into it, down to where the tunnel splits, and the police don't follow you. But make sure you don't move until your wanted level is gone. Works for a three star max that I know of (robbing the gas station or an armoured truck), not sure about four or five.
Also, if you're trying stock market manipulation by blowing up rival trucks (not for me, that one. Barely make enough to cover cost of the ammo), drive quite a bit past a parked truck then turn round again. The truck will still be there but will have a different name on it. And you can combine that with the above - loads of trucks in that area. Keep driving round until you get the right one, destroy it then head for the tunnel.
The following contains information about heists, so if you haven't got that far look away now!!
Further to my previous post, I've just done my first heist and headed into the tunnel while sourcing trucks for the job beforehand. Had the police right behind me both times (wasn't really a fair fight in terms of speed) but they didn't follow me down very far and so it was just a waiting game from there.
There is a ? for Michael in the middle upper West part of the map that features a guy trying to legalise his herbal concoction. Interact with him and Michael freaks out and starts fighting a group of Aliens. This happens early on in the game