The police GTA 5 guide, walkthrough

Wanted level is represented by stars in the top-right corner of the screen

Some basic information on how to deal with law enforcement officials:

• If you want to avoid a police pursuit, try not to stand out while stealing cars. The less crowded area, the lower risk of being caught red-handed.
• If the police sees you in a stolen car, they will commence a pursuit.
• Putting on or off any sort of garment, e.g. a mask, hat, or glasses, immediately removes one star from the wanted level.
• If you really want the cops off your back, call Lester to abort the pursuit.
• You cannot take any job while wanted, unless you pay a symbolic price that will free you of the pursuit.
• Do not enter Ammu-nation shop while you are wanted, because the vendor will start to shoot at you.
• Hide in places that are hard to reach and fairly concealed, such as back alleys or tunnels. You can also hide on rooftops (however, it is pointless to do that on wanted level 3 or higher, because the police uses a helicopter then)