From Single Player,
- Press start.
- Go to 'Online',
- Select 'Play GTA Online'
- Choose how you want to play 'invite only', 'solo', 'crew only', 'friends only'
When in one of the above servers you can still search for a job (i.e. mission / deathmatch etc) that you'll go straight to.
When that has finished you either stay with those folks and play another or if you come out, you get returned to the server you started in (i.e. private)
I'm lvl 12 with 110k in the bank, rarely die and play the missions I want... Absolutely loving it without some random waiting outside a shop blowing my tires out... If I wanted to play deathmatch I'd go play deathmatch... I still get to join people for everything else in the game, I just don't hang around public free-roam servers
Funny thing is, someone stuck a bounty on me yesterday, I don't play in public free-roam so I will collect the bounty and the cheevo.
People just driving round free-roam is pointless imo, it'll take forever to level up and surely becomes boring as fook...? Just personal opinio.
BUT, this is GTA, it's about causing havoc and being a PITA. Do what you want, that's the point. I'm just glad there are ways to avoid it and play the game how you want.