CopLand
Well once you have blown up that store in the mall, run out of it right away and get in a fast vehicle (such as a cop car). Then get to the nearest pay n' spray. I know there is one by the the Leaf Links View Apartment. Then your home free. This is how I did it and it was a piece of cake.
Or you could just try out running the cops but that seems to be harder to do cuz they bang the crap out of your car and those stupid spike strips pop the tires.
Four Iron
Leave this mission until you get onto the second island. Buy a sniper rifle. Then return to the first and start this mission, look for a boat around the immediate area, theres normally a dingy on the river to the left of construction site, behind the houses, theres also a few others around. Get in the boat and sail around the golf course, not to close though, until you reach the driving range, equip your sniper rifle and pop the target in the head, easy!
Death Row Mission Tip
I didn't use any codes, but I had to try several times to beat it... Here is how I did it... First I saved at the mansion with a police car in my garage so every time I reloaded it was ready to go. I also had an UZI with plenty of ammo and I had full armor/full health so I'd be ready to go if I had to reload. Anyway, basically the best way I found to do it was to ram their barricade with the police car (aim for the front or back end of the car so it spins around when you hit it), I then tried to run over all the guys in that opening area. Then I jumped out and started shooting everyone in the opening area with my UZI (make sure you keep re-targeting with R1 so you get them quickly). After that initial area was clear I worked my way in slowly trying to re-target so I could see them more easily (doing the mission in daylight also helps). If I spotted someone I stopped and kept shooting at long range to take them down before they reached me. They usually comes in waves of 4 or 5... I'd work my way up to Lance this way and by the time I got there everyone was dead. After getting Lance I jumped in the Trashmaster garbage truck and bashed all the cars that came after on the way there. By the time I got to the hospital I had blown them all up. Just be carful not to blow up the truck or Lance will probably die if you don't get clear of the explosion. When you pull up to the hospital make sure you position the truck so the passenger side door is right next to the pink marker so Lance steps right into it.
I found if I drove a car into their central area that I had to deal with guys coming from all sides, whereas if I entered from the front on foot I knew which way they were coming from and I could shoot them well before they even made it to me.
Golf Course Mission Tip (can't remember the damn name of the mission )
If you are having trouble with this one you might want to try this trick. Move up to your target and then take all the golf carts and move them away from the driving range. You might even try ditching them in the water. That way when he takes off running he'll never reach a cart in time to get away and you won't have to chase after his ass. Personally I didn't find this method as much fun as going after him in a cart.
Here is another method. Before you reach your target, kill everyone in one of the golfer groups. An ambulance should arrive to revive them... Grab the ambulance , jump out and attract your target's attention, then jump back in and run them all down.
Pizza Missions
To do a pizza mission you'll have to find a pizza shop with a Faggio parked behind it (in the drive thru). I think they may appear based on certain times because they are not always there. I tend to see them around 20:00...
Robberies
To perform a robbery you'll need a gun that you can use auto-target with. Simply enter a business and walk up to the cashier. Then hold down R1 and he should begin dropping cash. The longer you target him the more cash you get. For each stack of cash that he drops your wanted level will increase by one. As far as I can tell you cannot rob pizza stores. If you try to rob Ammunation be prepared for a fight if you don't take the owner down quickly.
Auntie Poulet - Dirty Lickin's
I have to agree with Ted that this mission is a 100 times easier if you grab the adrenaline pill before getting into position. I generally take them all out with the sniper rifle until the big long line of Cubans arrives. Then I change over to the MP5 and use the auto-target to pick off all the guys in the line.
Ice Cream Delivery - Side Mission
The ice cream delivery side mission is rather tedious. I generally do my distribution in the docks/port area near the spray shop, just in case. I keep delivering until I get a star and then I drive a short distance until my wanted level clears then I continue delivering. I listended to VCPR the entire time to keep myself occupied. You also avoid gangs by distributing in that area.
After you complete 50 consecutive deliveries the Ice Cream factory will begin generating revenue for you. (thanks to JDOG_ for the correction)