I'm pretty sure sportscars are preferable because they go fast. I have yet to verify this. Also they look cool.
Unfortunately it had an alarm, so I cheesed it. Let's try again.
This time I found a bug with no alarm and hotwired it, we have a car!

Really all it does is open up a few new locations, but I feel better knowing that we have a car now.
Really, all I've been doing is grinding McProstitute to as high as I can get, I may actually suit her up and have her start killing security guards, unless there's a better, less dangerous way to grind weapon skill.
I know it's a short update, but I did get a lot done, so expect me to do a bigger one next time.
yes, sportscars go fast fast. Very good for escaping car chases, though the game takes driving skill and car speed into account.
Well, those locations are sort of critical. And give good rewards. Also, cars allow your team to make smooth getaways even when members are wounded. (otherwise wounded members tend to get left behind when running, and beaten to death or arrested). Also, cars will usually absorb bullets fired at anyone. Works for both sides. I think it's 70% chance to block any incoming shot? Car chases also render melee weapons useless. "PERSUASION" attacks remain just as powerful.
To reduce danger, get your members some armor. Like bulletproof vests or such.
Or shoot up enemies who don't have guns. Like the conservative workers with chains in the factories.
Or just shoot up the unarmed civilians in public areas.
If you run away early enough, the police/angry mob will not have time to mobilise and block the entrance.