Near the safehouse where your girlfriend Millie lives (directly east from the Abandoned AC Tower; costs $50,000) are windows that you can jump through. Climb the wall beside the house and jump on the roof. You can go through the windows. You can see your garage, shoot people through the window, and if you get a wanted level of 2 or more, can get policemen trapped in your garage. Be careful; when you jump through the window and want to get out you must step back from the window and jump until you can cling onto it, then climb back up.