To answer a couple of your questions, the cheap places you are talking about are only garages, not apartments. Heists will be added soon via a game update as will the ability to purchase more properties (businesses, houses, etc). If you have a group of people just make a closed lobby through the online menu and you won't have to deal with other people. Passive mode removes the dot for your player so the guy killing you must have seen you before you did so and chose to pick on you. Hope some of that helps.
Also, there just isn't the capability yet to have one giant persistent world where everyone always is. Logistically it wouldn't work either, not enough space, properties, etc. The individual lobbies are persistent but that's only until that lobby is no longer active.