Always enter the rooms in the order 4, 3, 2, 1, 5. This way you get the jetshoes first as they are always on the 4th floor, and the guards are furthest away from you.
Never exit a room until all the guards have entered. This way you won't bump into one outside, where they are harder to avoid.
Always leave the embassy by jumping off the roof with the umbrella, as you get more points as it's a quicker route out.
When the guards have all entered the room, wait until they get close to you, before running for the exit. They can only turn at 90 degrees and you can outrun them.