Deus Ex HR did this pretty well if I remember. If you were discovered they would usually run for the alarm before returning fire. You had to hide bodies and disable the alarms before causing chaos.

It always frustrates me in GTA and other style games how easy it is to lose your wanted level. They would never give up looking for someone who murdered thousands of innocent civilians. I like causing chaos but I wish the game delved more into the consequences rather than just having an ambulance drive by. Say you change clothes and hair and return to the scene, there should be forensics detectives on site. In fact I'd love a game that somehow combined the best aspects of GTA and LA Noire, and maybe let you play as a dirty cop covering your own tracks while also causing mayhem.