I agree -- a wizard's best bet lies in avoiding arrest in the first place, and often has plenty of tools at his disposal for doing so. Once he's actually in jail, however, options diminish significantly. I'm not entirely convinced that a wizard acting alone could reasonably escape from most prisons, magic or no. At least not based on the novels (though the DFRPG leaves big holes in the guidelines as to what can be done).
* The most obvious out, teleportation, does not seem to exist, at least in the way we think of it.
* The next closest analogue -- "escaping" to the Nevernever -- should be nothing less than suicidal. There are plenty of creatures of the Nevernever that feed on human misery and other (primarily negative) emotions, which should make the portions of the Nevernever adjacent to prisons akin to a cafeteria.
* A wizard has quite a lot of evocation-based firepower available. But probably not enough to kill/disable every warden in the prison before collapsing (Lawbreaking issues aside).
* A wizard has quite a lot of thaumaturgy-based capabilities available -- assuming he has enough preparation time. However, this is reduced considerably without access to the many ritual items the wizard is accustomed to using to build his constructs. I would also assume that the authorities would look askance at elaborate ritual preparations being conducted in a cell.
I suppose that option most likely to produce results would be mind magic -- just convince the higher-ups to order your release (or convince the guards transferring you to prison to drop you off at home, instead), then to forget it happened. This, of course, is quite definitely Lawbreaking, as are the more violent options in the list above. Which means that you still have the problem of not having been legally released, meaning you are now an escaped convict on the run. And on top of that, there will almost certainly be some friendly White Council representatives who have heard of the incident and are eager to make your acquiantance. Briefly.
If you take away the "working alone" proviso, more options open up, but the most likely of them don't involve magic. For example, if the wizard was in good standing with the White Council, it's entirely possible that they could arrange for the right strings to be pulled to get him off scot-free. Variations of this might involve the local equivalent of Marcone buying off the D.A. or some such.
That's my impression based on the way magic is treated in the novels. The DFRPG, of course, leaves huge openings available for what some of us would consider "abuse", while others would consider creative yet entirely legitimate applications of the RAW.