To get the Phoenix without screwing up a mission you have to cheat.
When you get the the mission A Home in the Hills, after you get the mansion back for Madd Dogg, the bad guy will escape. Set all cars as invincible, teleport yourself to the end of the driveway and wait for him to drive into view. Have a mini gun ready and shoot at the driver. After the cut scene, look for the car. If the door is closed, the car will be locked and you can't get in. Sometimes the door will be open so you can just jump in. DO NOT EXIT THE CAR until you put it into a garage or the door will lock and you can't get back in.