Well you won't have much money in the beginning. So steal some buy beating the crap outta rich ppl

Then as you progress you get to know where ammunation is and other guns are. Do all the the cab, vigilante and fire truck missions. you get cool stuff when u complete them.. If you get really bored run around the city and note where the guns are and use them to challenge the police which u can't do in real life

. After a while military comes with a tank, steal it and wreck the city. There are still lots more.. checkout ign walkthrough..