Grand Theft Auto IV.
Not only would I be by far the most intelligent person in Liberty City (seriously, drive and walk around for half an hour, and you'll see some shit), but nobody looks twice at you for carrying a gun. Death, unless it is plot mandated, is a temporary inconvenience since the ambulance apparently carries trained necromancers capable of resurrecting men who have been burnt to death beyond recognition by molotov cocktails and RPGs back to their pre-injury condition without even needing to take the victim to the hospital, if you commit any crime (see walking down the street, above), escaping the cops and never getting a criminal record is as simple as just getting on the highway, driving at irresponsibly fast speeds (which is okay if you crash, see necromancer ambulance crew above) until the police grow too lazy to keep up the chase because they're probably on a budget or some shit, and if they do catch/ kill you, they just charge you a couple hundred dollars to get back on your feet again like nothing ever happened, as if that 9mm hollow point that ended your monster truck rampage was more of an asshole tax than a means of stopping a dangerous lunatic. Also, you can sustain yourself off of meals that literally only cost one dollar.
To sum up, you are effectively immortal, the police are ineffective, you are more intelligent than anyone else in the city, there's virtually no repercussions to acting out your most twisted desires, and you can get yourself a nice tasty burger that was dropped on the floor a few times for a single dollar. I'm doing goooood.