To achieve "Key to the City" (100% completion), you must finish more than just the main story:
Hunt down all 200 "Flying Rats" (pigeons) and complete all 50 stunt jumps.
Use the cover system effectively. In intense shootouts, you can also loot weapons and ammo from downed enemies to stay "strapped" without spending cash.
GTA IV features more realistic driving physics than its predecessors. Ease up on the gas during skids rather than making sharp turns. When riding motorcycles, waiting a few seconds before accelerating lets Niko put on a helmet, which reduces damage from crashes.