Expensive vehicles can be bought for obscene amounts of money online via the game phone the way you bought cars in the campaign. You have to earn the money first, however.
You can steal cars and keep them by having them customized, however, I think you're prevented from doing this to certain models (perhaps until you rank up?). I think this is the system to prevent small ranked players from becoming too overpowered early in their play.
I also noted you cannot sell certain cars to the Los Santos customs. You can't make more than $9,000ish in a 45 minute span. Some cars are deemed "too hot" to sell. Maybe this will change with rank later in the patches, I don't know.