Best block selection:

• North Block
• South Block

In North Block, the fastest route is through the yard. When you spawn in, make sure you turn around, then when you leave your block go right and enter the yard. Then go near the wall on the right side and clip out performing the "roll animation"

In South Block however, there is a visitors room. When you spawn in, turn around then if you'll exit your block go left to the visitors room. If you have big strength, you might be able to destroy the glass window in the visitors room and then jump out and run straight to the door to leave the police station. Additionally, sometimes there is an RPG lying around in the visitors room or outside of it, so grab it so it instantly (no matter the power) destroys the glass.

Also you can get random good RNG and you might have a key spawn when you actually spawn in to the game for the first time. If you see the key, pick it up and head to the Station and run through the doors (thanks @Stir)

If you wanna be fast, max out the Agility and Stamina (best for Any%)