|This mission is one of the setup missions required to start the obvious approach to The Big Score. There are two different ways you can complete this mission, with one of them actually fulfilling the one challenge. Although any of the three characters can complete this mission, choosing Michael will make the stealth approach a lot easier.|
Once you have chosen the obvious approach for the final heist, you will need to steal a drill machine for the job, which will be marked with a "Hs" on your map. If you want to do the mission quickly, drive to the lot and straight in, then quickly grab the truck with the drill machine, which will give you a 2-star wanted level.
Drive out of the lot and you will need to lose the cops. This can be done by just driving around, or you can try to find a hiding spot for the truck, which might prove difficult because of its size. When you are cleared of the wanted level, Lester will tell you to bring it to a parking lot near the Union Depository. Bring it there to finish the mission.
One of the challenges for this mission has you stealing the drill machine without being detected. It's best to use Michael for this, as his ability slows down time and will help out in the long run. If done right, you won't get the wanted level if you just barge in, so there won't be a need to lose the cops in the end.
You can do this in one of two ways, either doing stealth melee attacks or have a sniper rifle with a suppressor equipped. If going the sniper rifle way, find a good vantage point and use that to kill all of the guards and workers. For the other way, sneak up to the front guard and sneak attack him from the front (it should still work).
Most of the guards/workers are by themselves, so it makes it easy to sneak up on them. However, there is one instance where two guys will be talking to each other. In this case, use Michael's ability and try to line up a shot to take them both out at the same time. If you only get one, using the ability will give you enough time to take the other out.
Once you have cleared all of the guys (there should be about 9 of them in total, including the two grouped together), steal the truck with the drill machine and bring it to the lot Lester tells you about to finish the mission.