At what point did Sylar get invisibility/super speed/teleportation or whatever to disapear from the backseat of Danko's car and reappear on a rooftop?
This was really bugging me, so I re-watched the scene online. There are tiny visual cues that Sylar was never in the car, and instead using Matt's projection power on Danko. Watch again, paying attention to Danko getting ready to light his cigarette.
Unfortunately, without any visual cues for the audience, some powers are really too subtle for the show IMO. I felt the same way in an earlier episode where Sylar was supposed to be getting "readings" from objects in the old diner, when it visually just looked like memory flashbacks.