The above guides are alright, but I wanted to pass along some tips and give some advice for everyone going for this annoying, but rewarding, achievement! (While it's true that you can play the game on Classic mode to get the collectibles and the "A Life of Crime" achievement on your 1st playthrough, I wouldn't recommend it- it might save you some time, but it'll more than likely make you more pissed off and won't let you enjoy the story!)
Some starting tips:
-When starting the story, you set the settings. Put the aim-assist on HIGH.
-Whenever you start a chapter at the bar, be sure to go see Vinny before progressing! This will give you a chance to pick up your choice of weapons (I highly recommend the gold pistol if you pre-ordered the game, the tommy gun, and a knife as your melee).
-If it's your 2nd playthrough, or your 1st and you really don't care about the conversations Tommy has with his passengers when driving to a location, press down on the d-pad to skip non-important drives to save more time when completing a chapter. You can access this setting in the options menu!
-Consciously think about reloading your weapon, because any leftover ammo will be lost. Along with that, be as conservative as possible with your ammo.
-Enemies are a lot tougher, and take a good amount of shots to take down. Weapons like the tommy gun and shotgun are good, but I honestly kept finding myself using the gold pistol (or semi-automatic pistol) most of the time. It takes 3-4 shots to kill enemies with a pistol. It definitely made a difference in shoot-out scenes.
-When shooting, it's better to take short bursts of fire rather than dragging out trying to shoot an enemy (especially when using the tommy gun). In fact, I got through these shoot-outs relatively quickly by shooting only one time on an enemy in and out of cover.
These first few chapters aren't too bad on Classic mode. Be sure to keep the above tips in mind to get through them relatively quickly.
Honestly, this chapter is probably the hardest to complete because of the mandatory race near the end. BE PREPARED TO SPEND SOME TIME ON THIS. Using the Ram feature (tapping, NOT holding, the A button while driving) gives you a small speed boost and helps you make clean turns. If you spin out or crash at all, re-load the checkpoint. The 1st turn, in my opinion, is the most difficult. I got through it and all the others by slowing down a lot before the curve, pressing and then letting go of RT, and using Ram to keep the turn clean. Don't be afraid to ride in the grass. The 1st lap sets the course for the remainder of the race- if you're not in 4th or 5th place by the end of the 1st lap, re-load the checkpoint; on the final stretch, look behind you and try to block the driver behind you as they are much faster than you on Classic.
Not too bad either. Remember to conserve ammo, be on the look-out for first-aid boxes, and don't rush. This chapter also has a car chase scene; since the driving mode is locked on Simulation, driving is tougher in general. Be cautious of your speed because all turns are much more difficult.
I'd recommend finding Michelle in room 208 first because after it's done, it won't raise any alarms. Killing the manager in the lounge second makes the rest of the shooting scene more linear and smoother of a pace while trying to get to the office to plant the bomb. Once you and Sam are trying to escape the police, try to go down a secluded alleyway. This will buy you some more breathing room from the cops.
Honestly, this chapter is quite annoying as well once you get to the car chase scene when you're defending the truck from the cops. Since you can get killed a lot quicker in Classic, the difficulty skyrockets. Be prepared to die a few times (unless you get lucky). Try to be as accurate while shooting the tommy gun as you can- I recommend trying to hit the drivers of the cars first because it gives a good chance of the car spinning out and no longer being an issue.
Try to be as sneaky as possible so you won't have to take out as many enemies in a shoot-out. Once Frank is taken away in a car, you make your way to him. I got through this entire scene without shooting anyone by making my way to the building on the far left as you start approaching further to the objective. Always be cautious and duck behind cover as much as possible to get your bearings on enemies nearby. Silently take out any guys you come across and you should be able to make it all the way to Frank without having to shoot anyone.
Not too bad. When you're escaping with Salvatore, leave the mansion, and then try to park in a secluded driveway or alleyway and just wait for your wanted stars to go away. It takes a few minutes but makes finishing the chapter a lot easier!
The shoot-outs aren't too bad- molotovs are your friend here! When you have to protect the truck, be careful with your car speed and turns since driving on Simulation is tougher. Overall, not that hard of a chapter.
When chasing Sergio on the motorcycle, keep your distance from the car (but obviously don't let him escape). Doing this will ensure that no one from the car can shoot you so you'll be able to have more health once the shooting scene starts.
Overall, not too bad. Keep in mind that enemy locations aren't shown on the map, so try and take your time because an enemy can come up from your blindspot and take you out. When following the plane, it lands in the direction of the race track, so driving as if you're going there can help shave off your time in getting to the wreck.
Everything leading up to escaping the prison isn't too difficult. When near the exit of the prison, you'll see a cop car that would be the easiest escape vehicle. Instead of automatically getting in the car and trying to drive off with a 5 star wanted level, turn back and start to head back into the prison. This will break the cops' line of sight with you, and they'll start to search for you. Just wait and make sure they don't see you, and within 1-2 minutes, your wanted level will dissappear and you won't have to drive and escape the police at all!
Patience is key here! The box of cigars is literally the last one you'll need to check. Also, the regular workers can be taken out with melee attacks even if they spot you. There's no way that they can sound the alarm. Take your time scoping out the best path when avoiding roadblocks.
Chapters 19 & 20:
Lots of shooting in these chapters, so stay viligant of your ammo and health. Overall, they're not that difficult, but you might die a few times!
I really hope this helps someone out! :)