Get a car and drive up to the blue area in front of the Vice Kings Crib. Get the part of your car where Playa is sitting in the blue spot, and click "Y" to warp to the inside. Your car will be there with you.

Or, go to the garage and do it there. If you get out of the vehicle right before the screen blacks out and you reappear in the hideout, you will instead reappear in the garage, without the car.