I don't know if I'm the only one to find this out, but you can get a plane in the first city, before you have to leave it. You just get an ambulance, drive to the airport, and park it by a fence. Jump on the ambulance, and then over the fence. From here, there's a Shamal on one end of the airstrip. Grab it, and you can fly off the island. Although, I wouldn't suggest you do that. They send jets with missles after you if you fly off the island early. No lie.