Tee hee, I love doing this. I go from the first island (on the right) across the middle bridge to the second island (middle) and turn left. Then, as you drive down there is a very nice car shop. You can walk in to it in the day, but at night, it's locked. If that's the case, grab any car you can see, and smash one of the shop windows to get it.
All the cars inside are the same, but top notch. Do what I do if you get bored of nicking them from the ground, and go upstairs. Then nick a car and drive it out of the window
Sorry for my sketchy description, I don't know the names of islands etc.
