Helicopters in video games are always the best way to fly in my opinion. No matter how big a game world might be, flying jets or other fast-movers tends to get too out of control too quickly. A chopper's combo of speed and maneuverability means you can park it and keep it close while you run missions on foot. Better for quick escapes too. If the police one comes with weapons inside, then that's all the more reason.
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