Dont get caught!
Jokes beside, it really isnt possible to sneak away from Guards? Ive never tried that, i always simply outrun them(and then reload the quicksave anyways), they are way too slow to follow one around, especially the stupid path they run ><" From any kind of monster i met tho, i never had trouble to sneak away unless it was in broad daylight. Getting cought sneaking is almost impossible too..
I propose individual bounties for each faction, but i dont know if the engine supports this. As far as i remember, there was only 1 global bounty in Oblivion.