I sunk an ungodly amount of time into GTA IV, but I can't in good faith recommend it when there are so many superior titles out there.
I personally suggest SMOD for Half-Life 2. It's completely free and is now working again after being broken by an engine update for nearly a full year, look for SMOD 40a for the current version.
If you go with SMOD, the real fun comes when you start playing with console commands. After you give yourself all the weapons 'give weapon_*****' 'sv_infinite_aux_power 1' 'weapon_smg_firerate 0.01' and a ton of others are your friends. Congratulations, enjoy your new timesink.