While some players resort to creating solo public lobbies or using Lester's "off the radar" service, the most effective solution is the expensive "hide organisation" ability, which conceals all members and crates.
With the recent release of GTA Online's massive Further Adventures in Finance and Felony, Rockstar has added a whole lot of content to the game making it easy for players to get a tad lost, or simply misinformed.

The update's main draw is the new black market mechanic, wherein players can become the CEOs of their own criminal organisations and gain wealth by selling and buying illegal merchandise. This involves ferrying crates of contraband from your warehouses to drop-off points, during which you can be attacked by NPC enemies and other players.
Unfortunately, the "other players" part includes those pathetic juvenile Hydra griefers who simply blow you up because that's the only way they can get off or something. Of course, there are ways to fight and avoid these bastards, but it may be hard to do while ferrying crates.