Enter any Milestone event. When you get busted, wait for the cut scene. When they start taking you away, pull the batteries out of your controller or unplug the controller if you are using a wired controller.
It will prompt you to reconnect, but a pause screen will appear underneath. Place the batteries back in, reconnect and it should bring up the menu for the free roam, safe house, etc. Pick the safe house without any penalties.
Long Pursuit Bus Station Glitch
When in pursuit, go to bus station, then go through the glass. There are two ramps in the bus station. Go slowly up either of the ramps, and stop either on the roof or row of buses. The police can't reach and just circle the station. Credit goes to killzy for the video.