Tips
If you're wondering how to escape when inside a building, the easiest route is to zip towards a wall which has a nearby ceiling. You then jump when clinging to the inside of the wall, and Rico will jump up through the ceiling, thus exiting the building. Sometimes you'll find yourself firmly lodged in the walls of a building, unable to exit or run anywhere inside. Hold a grenade in your hands until it explodes - this usually dislodges you. If it's possible to call in the Black Market dealer, you can extract to the same location as well, as a quick fix.

You can drop weapons crates sufficiently close to the walls of certain buildings that you can refill your ammo without having to exit the building.