You will get this achievement after completing the last mission of the game and receiving the final "gift" from your employer. This achievement is therefore related to the main story, and is unmissable. Once you collect the gift at your door, the game will end and you will get to choose between New Game, New Game +, and Free Play. Since there is an achievement tied to starting New Game +, this is what you should select; however, you will want to complete everything else before accepting the gift, because you will not have the option to continue your game afterwards.
That means that you should steal 5 consoles, 5 cars, 5 TVs, 10 paintings, etc. before completing your game, or else you will have to restart from scratch in New Game +.