Mission 2
I found the easiest way for me to do this, was during Mission 2. I kidnapped an elite guard, carried him over to the bank, sucked but his face off, and then dropped down into the bank courtyard. I found other regular blue guards weren't giving me the time of day, but the guys at the bank were the most susceptible to a salute.
If you go this way, don't do it during Mission 3, as the dogs are not down with your business.