Once you reach chapter five you'll have time to explore as usual and soon enough you'll be offered the mission "Remotely Helpful," which sends you off to the NE part of Sunset Hills to deal with the Mayor's son, and your next Psycho nemesis, Sloth. If you've been keeping up with your side quests you may know that he has the key to the Central City Police Department's armory, so between that and this achievement, killing him is pretty rewarding.
This fight is considerably different from other boss fights thus far because you never actually fight him, but instead you must destroy security power boxes throughout the house while dealing with his RC helicopter drones that will be following you around and shooting at you. I highly recommend bringing at least one follower with a gun (preferrably Assault Rifle), and they will deal with drones with their auto-aim while you run around the house blowing up the security system. Once the security system is down, head into the basement and the "fight" is over.