Hidden Helicopters
Not only does the game allow users to drive cars, it also proceeds into the world of aviation. Usually, the airplanes and helicopters will make themselves available when doing missions. However, at any given time you can find your own means of air transportation. At the police stations, on the roofs, helicopters can be stolen at any time during the game. The downside is that they are guarded by cops, which won't hesitate to arrest you.
Swim Away
A trick to evade the police involves swimming. At the lowest ratings -- meaning a one and two star "Wanted" level -- you can jump into the water to evade police. This technique works because the police won't follow you this far. However, when your star rating raises above two stars, police boats also may join in the hunt.
Sirens
Ironically, GTA IV allows users to steal police cars and you can learn to use the siren within the police car. Rather than honking, which only involves the press of a button, hold the horn button to use the siren.
Traveling by Stairs
Just like in real-life, traveling by stairs in the game takes lots of time, at least in respect to running and walking places. However, unlike in real-life, when you travel by stairs in the game, you also can press the jump button to travel more quickly up and down the stairs.