Azyiu
Triad Hitman
San Andreas made me feel at home straight away and gave a connection with the characters from the start. GTA IV seemed so dull and I didn't like that they removed half of the cool stuff from it..
I might get GTA V whenever it comes out for my new studio PC next year (very high spec - will definitely run full settings!). I hope it's as good as the trailer promises!
To me, I feel most at home with GTA: VC. And I've got to agree with you on GTA IV. There is no major problem with the game, but there is just that little something seems to be missing from GTA IV to me...