Yep, no blowing-up permitted. It'd be hard for him to work for you once he's dead.
(His car IS bulletproof, as it happens.)
Martha's wasn't too bad, once I worked out where to take the pictures from. Then again, I've been known to cause five-star alerts and run from the FBI just for yuks. Uzi'ed the agents on the way down the stairs, went to my waiting car and VROOM! Off to the races.
Death Row is far from easy, though there are ways of making it easier. My method started the same way that most everyone else's does -- drive like a mad bastard to get there on time. When I got within visual range of the barricaded entrance, I bailed out, letting my rolling car take out Guard #1, then sniped the others at the entrance. Switched to the submachine gun, with judicious use of the auto-target system; if I heard a noise, target -> shoot a few rounds -> keep walking. This got me to Lance with a minimum of damage and a clear path to the entrance. At that point, instead of taking the Sentinel or the (sometimes there) Trashmaster... the Cheetah I'd bailed out of was still there, having been spared major bullet damage by my technique. Lance and I got in, I whipped by the Comet pursuers, and they had no chance of catching me...