As with some of the heists in the game, there are two possible approaches that will result in two completely different walkthroughs. The Subtle approach requires you to get the Gauntlet getaway vehicles, as well as complete the Stingers mission. For the Obvious approach, you will need to complete the Driller and Sidetracked missions.
When you gain control of your character, get in the vehicle out front and start driving to the tunnel where you're going to ambush the vans. You have to get there by 8:00, giving you only an hour in-game, which is plenty of time. When you get the prompt, drop the stinger and start moving away from it, waiting for the vans to hit it.
Once the vans hit the stinger, get out of your vehicle and just aim at the people inside the vans. After getting in the van, start driving to the Union Depository and into the marker at the entrance. Watch the cutscene and when you regain control, follow the manager to the elevator and eventually to the gold.
Follow the others back to the vans, then get in and follow Trevor. As you're driving, you'll eventually be able to switch to Franklin, so do that. Your goal as Franklin is to control the lights to help Trevor and Michael get to their destination, who are shown as blue arrows. However, Merryweather guys will show up as well, who are shown as red arrows.
Whenever Michael and Trevor approach a light, make sure you switch it to green and do the opposite with the Merryweather mercs, changing it to red. After they reach their destination, Merryweather will come to ruin the party and there will be a big firefight.
At first, the enemies will come from one angle, so concentrate on that spot, making sure you use cover or switch to any of the other characters who might be flashing red (meaning they are in danger). Don't forget that both Michael and Trevor both have abilities that can be used to help in this fight. Not too long into the battle, Merryweather guys will start coming in from the left.
This is where things can get tricky, as you will be fighting the battle on two fronts. Keep one character situated in a spot where they can get clear sights on one set, and keep another on the other set. Don't dwell too long if a character is in danger, and remember to use your abilities to your advantage.
Eventually, two Merryweather snipers will appear on the freeway above, so kill them first and then mop up the rest of them. With the area clear, everyone will get into their respective vehicles and you'll now be in control of Franklin. Hopefully you got armor and bulletproof tired when modding the Gauntlets, as this is where you will need those things.
As Franklin, follow the rest of the crew as you try and lose the cops. There will be some sharp turns and even going through a construction area, so don't forget to use Franklin's ability some, but save half or so for the end. When you reach the second tunnel, which you can tell by the chopper attacking you, you'll need to drive into the back of the truck, so use the rest of Franklin's ability to get inside.