I think having a black market would be a great thing to have. Black markets would allow you to sell guns which you can get by robbing houses, buying/selling drugs, buying weapons at a discount, and buying C4 for city bank robberies (
check the suggestion here).
Black markets should be somewhere where players don't usually go so we can boost the popularity for those places.
Great spots would be:
LS -> East Los Santos or Jefferson Motel
SF -> Garcia
LV -> somewhere in the desert
If a cop sees you buying some things at the black market, you will receive 1-2 stars for illegal trades.