Use the following trick to get to the other cities before their freeway entrances are actually open. Go to any bridge that connects the start of city of Los Santos to any of the closed cities. Jump into the water that is under that bridge and swim across. When you get far enough, you will have a four star wanted rating. Once you get on land, get a vehicle as soon as possible. You cannot use bribe icons or the Pay N' Spray to decrease this wanted rating.