San Andreas was one of the best games, ever, in my book. Too bad you dont have it as an option.
GTAIV was a slap in the face. They took the RPG like qualities out and gave us realism instead.
While GTA4 boasts a great story line, so Im told, I couldnt get into it. The game felt more like a chore then a game, so I never got to the real meat of the game. Too much chewing.
Saints Row 2 got my vote. Its a lot of fun; the missions are shorter, but it brings back some of San Andreas with it. Good buy. If you can muster the patience, GTA4 is good, I hear.