I had to do this one a few times. I ID'd all 3 guys first, then went to the guy at the front in the room counting cash. (I tried killing him with a knife before to hopefully not alert anyone but this never worked for some reason). Anyway, I burst out the room with the shot gun and took out the guys who come in the front door. Then I methodically took out the other guys with weapons in the club until the other two started to make a run for it. Then I made a run for the back door and chased them in a car that is waiting for you outside. The cops got on me and after a minute or two I was in a huge pileup with 3 cop cars, 2 random cars, myself, and their SUV. I thought I had no shot but their truck got spun around so it was facing me and I sprayed the windshield and took them both out.

It makes it easier that when you pass a mission your wanted level disappears although that is a bit lame. That being said, one of the most gratifying parts of the game IMO has been when you are giving chase and trying to shoot up a car and all of a sudden you realize the mission is over as the car horn sounds and it plows into a building. To see that bullet hole in the windshield and the guy slumped over is awesome. Opening the car door and watching the body fall onto the street with blood pouring from the skull completes it.

I'm scaring myself a bit.