There are 4 ways to obtain a transport with I am aknowledged.
The fastest is to get a 60.000 GAZ (not sure if the type is correct) from any guns merchant by who you completed a tax mission ussualy obtained from a mayor. You can try to keep reseting random quests at abrtender till you get a quest from the mayor requiring you to take care of a weapons dealer and his tax debt. After completeing this mission the weapons dealor will give you an option to buy a car for 60.000.
To get a high capacity Truck you can complete a mission for a guy in the Bar in Pueblo ... It was restricted by CGL or something but after the patch I got this mission in about 12 minutes sice start of the new game.
Check missions thread on how to correctly complete this mission so that you receive a TRUCK as reward
Hint-have at least 10.000 with you when going on the mission or it will complicate your life at certain point
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Third and fourth option is to buy the vehicles from Reyes in Cali Cantos or from a guy in the Hidden Harbour (Hidden Harbour si discovered during Police missions).
Hope I didnt mentioned too much spoilers
personaly I am sorry that this game doesnt allow to steal cars....