Oh, lord. So many choices from the various GTA games. GTA3, Chatterbox was just about all I listened to. Vice City, they were all my favorites, I can't choose (I love 80's music). San Andreas I don't remember so well, but my favorite was probably K-DST (the name of which I only remembered because of someone else's post here).
GTA4- I would say all of them, since they're all so great, but I feel the need to specify. My favorite has to be Liberty Rock Radio, followed closely by Tuff Gong and Massive B (I didn't even know I liked Dancehall until GTA4). Then I would have to say Vladivostok FM, Radio Broker, and San Juan Sounds (those 3 not necessarily in that order). Slightly lower down are electro choc, The Beat (or whatever it was called), and The Journey (yes I listened to it, and enjoyed it). On IF99 the only song I liked was Zombie. I occasionally listened to the Jazz station a little. Never really listened to Fusion FM, The Vibe, Classics, or K109. And I can't stand most of the stuff on LCHC. The talk shows fit in there somewhere, but in my list I forgot to mention non-musical stations.
Damn, Rockstar knows how to pick good music. Same with Midnight Club: LA.
As for Saints Row, the second one's music was somewhat decent I guess. I actually don't remember much of it. I know I listened to the 80's station a lot (of course). And then listened to the other ones fairly randomly, didn't care much either way.