I was reading Gamefaqs and I saw a pretty interesting idea. It sounds pretty tough, but it's certainly possible.

Objective: Get the Sultan RS from Alderney Mansion to your Broker safehouse with a new gamesave.

-Start a new game
-Drive FROM Broker TO Alderney
-Steal the Sultan RS from behind the Old Mansion in North Alderney
-Drive it back to Broke and park the car
-Save Game

Rules:
Has to be a new game without unlocking any other city
Must use either a car or bike
No taxi use at all
I've yet to try it (doing some work at the moment D but it looks like it'd be pretty fun. If you don't know where the car is, here's a video of someone attempting to do it: http://ca.youtube.com/watch?v=-892lKtDS_w I think one way to make it a lot easier is to make the jump over the river between Alderney and Algonquin on the way back. I don't know if the Sultan can make it, but if it could it would avoid a LOT of police.