Most recently I played GTA Vice City, which is one of the two games between GTA 3 and GTA 4. The other one, San Andreas, deserves to be called 4, or at least 3.5, and GTA 4 should really be called 5; what a mess. This is almost as bad as Windows version naming. I like to see them listed out; from left to right: the year it came out, the year the story takes place, and my version of their marketing name:
2001 {2001} GTA3 Liberty City
2002 {1986} GTA3 Vice City
2004 {1992} GTA3 San Andreas
2008 {2008} GTA4
2010 {2008} GTA4 Episodes From Liberty City
I have finished the GTA3 games several times each. I tried to play GTA4 but couldn't get into it - it just didn't feel right. Something about the port, or the controls, it just didn't add up to the smooth playing experience of the recent GTA3 games. I haven't tried GTA4 in a year or two, but I will give it another chance eventually; I think I need to take the time out to learn how to use a gamepad. I'm not happy about that at all, as the GTA3 games play just fine with PC only controls. Meanwhile, I'm quite happy to play Vice City and San Andreas from time to time.
Steam just had a sale on all GTA games to date for just $12. This means no more hunting for discs in the attic every time I want to play GTA. I almost don't even miss game boxes anymore. They've been dumbing boxes down for years anyway, making the boxes, documentation, and goodies smaller and smaller. Long gone are the days of Ultima and Infocom, and even as late as Fallout, where the box and contents were part of the experience. There are still premium versions to be bought, but it seems more like taking advantage of fans rather than serving them.