If you've played previous GTAs, you'll find that ditching the cops in GTA IV is a lot trickier than what you're used to. Borrowing a page from games like Driver: Parallel Lines, getting a wanted level will stick a large, flashing circle onto your map, with you at the center and safety outside of its edges; the higher your wanted level, the larger the circle. And if, while fleeing, you're spotted by another cop (you'll be able to see where they are on your radar, mercifully), the circle will re-center on you as they radio in your last known location. Actually shoot a cop, and your wanted level will go through the roof.
Stealing cars will raise your wanted level as well, but they make fleeing the scene a hell of a lot easier, as Niko demonstrated when he kicked open a car's window, hot-wired it and tore away from the hail of bullets the cops were sending his way. The quick, convenient escape offered by Pay-N-Sprays appears to be a thing of the past, although they weren't specifically mentioned during the demo.
Once the cops were shaken, it was time to get ready for Niko's interview, which meant dressing the part. Unlike GTA: San Andreas and its wealth of customization options, GTA IV won't give you too much control over Niko's shabby appearance (so you'll never see a 400-pound Niko decked out with garish tattoos and cowboy boots), but you can buy him new outfits. In this case, Niko drove his stolen ride (which had a huge splotch of blood caked onto the crumpled hood from where he'd accidentally hit a pedestrian) to a high-end shop called Perseus, where he was able to buy a tasteful brown suit and - just to be safe - matching wing-tips (total cost: $2200).
Once Niko looked appropriately lawyerly (the law firm apparently won't let him in unless he does), a reminder buzzed on his cell phone to let him know his appointment was in an hour. Hopping back into the stolen car, Niko drove to the law offices of Goldberg, Ligner & Shyster, using the onscreen map's automatic GPS function - which plots a visible course through the streets toward your next objective, taking some of the guesswork out of just following a random blip at your radar's edge.