Even if you steal parked cars, sometimes the "owner" will put a bounty on you. To get around this little problem so that you're not the target of everyone in free roam, here's how to steal a car and not get a bounty:
Go to an intersection with a stoplight (or any road for that matter), and start aiming your gun at a driver in a vehicle. If the driver sees you, they will freak out and do one of two things;
1. Speed off (be sure you're not standing in front of their car)
2. Back up and then get out of their car and run screaming down the street.
When number two (haha) happens, and if it's a car you want, just get in and be on your merry way. No wanted level, no bounty. If it's not a car you want, just repeat until someone bails from a car you really want. Happy hunting!