Using a fresh, secondary character slot when you start is highly recommended.
Turn off the HUD for more immersion.
Set your spawn point to last location.
Drop firearms and ammo when loading into lobby - melee weapons & Molotovs are okay (these can be found on the streets if you look hard enough)
Refuse all job offers, missions and paid activities - it's a slippery slope back to the grind. Your primary income should be the good sport bonus (welfare). If you accidentally find yourself with lots of money, consider withdrawing it with your other character slot, or perhaps purchasing an expensive gold chain or set of expensive rims for your rust bucket.