Using a slim jim on a car with power locks is a tricky proposition, and it's so difficult that most locksmiths recommend against even trying it. Tearing out wires and causing damage that requires expensive repairs are real possibilities. However, if you are careful and have diagrams of your car's internal wiring, it is possible to use a slim jim -- if the car does not have a shielded lock rod. Modern cars, with or without power locks, have a shield that prevents slim jim use.
Find a diagram of the internal wiring of your car for the specific model year, as wiring can change within the life of a single model. Determine if the rod that activates the locking mechanism is shielded from slim jimming; if so, it cannot be slim jimmed. If no shield is present, check the location of the wires. Although it is impossible to fully avoid them, it helps to know, so you take care when moving the slim jim.
Buy the slimmest slim jim you can find. Find a blade-type slim jim, preferably with a grip for better handling. Wind athletic tape around the end for better hold if no grip is present.
Slip the slim jim in between the window and the rubber seal and slowly push down. If you encounter resistance, stop immediately. Look at the wiring diagram to see if you are scraping against an internal screw or a wire. If it is a wire, wiggle the slim jim till it goes around the wire. If it is a screw or support, rotate around it.
Pull up when you reach the locking rod. The lock button will go up, and the car door can be opened at this point. Carefully pull out the slim jim along the same path you took going in. If you hit resistance, rotate the tip a little as a wire has likely hooked the tip. Take your time and do not rush anything.
Do not use wire coat hangers in place of a slim jim. The circumference of hanger wire is thick enough to hook onto a wire, but it is too pliable to rotate and disengage the wire.