If you go to San Fierro or Las Venturas when you haven't even unlocked it yet, you should get a wanted level because you can just swim to that city but you haven't unlocked it yet so it makes it harder. Once you unlock those cities, you won't get a wanted level.
The Ballas won't have full control of Los Santos after you complete the last mission in Las Venturas, then you'll have about 7-8 more missions in Los Santos until you unlock the final mission.