There are so many!
-In the mission with the tank I walked right up to it, got in, and drove away and the army didn't get one shot off on me.
-For the mission where you have to save Lance or whatever his name is, rather than going through the front gate at the junk yard, I flew a chopper in intending to land on the hanger and take out the guards from there. They shot the chopper into swiss cheese while it was still 50 feet in the air, so I jumped out. The chopper fell to the ground and blew up the getaway car!
-I too have pulled off a boat hijacking by jumping out of a chopper onto the boat.
-I once walked from one island to the other, for about 10 minutes, with a 5-star wanted level in order to complete the mission (I failed 3 times b/c I would get into a car and immediately be pulled out by a cop, so I decided to walk it!)
-I attempted to make a jump across one of the channels, got hit by another car, spun around, and took the jump backwards, still barely clearing it.
I'll probably think of more later. What an amazing game!